+285.1%
EQIX vs LDOS
+226.9%
+58.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +4.1% | -1.6% | +5.7% | +4.5% |
| 30D | +5.8% | +8.2% | -2.4% | +3.4% |
| 3M | -1.4% | -8.2% | +6.8% | +0.3% |
| 6M | -1.2% | +5.8% | -7.1% | -3.9% |
| YTD | +39.6% | -27.0% | +66.6% | +49.4% |
| 1Y | +36.8% | -31.0% | +67.8% | +48.9% |
| 3Y | +47.3% | +29.3% | +18.0% | +25.9% |
| 5Y | +50.1% | +48.7% | +1.4% | +20.6% |
| All | +285.1% | +226.9% | +58.1% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling