+232.3%
EQIX vs LDOS
+274.0%
-41.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.8% | -5.4% | +4.6% | +0.6% |
| 30D | -1.4% | +4.9% | -6.3% | -2.9% |
| 3M | -4.4% | +7.2% | -11.6% | -6.7% |
| 6M | +7.9% | -24.2% | +32.2% | +15.7% |
| YTD | +37.3% | -25.8% | +63.1% | +46.9% |
| 1Y | +37.8% | -24.7% | +62.5% | +46.4% |
| 3Y | +42.0% | +39.3% | +2.7% | +19.3% |
| 5Y | +29.6% | +43.3% | -13.7% | +6.4% |
| All | +232.3% | +274.0% | -41.7% | +125.9% |
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