+29.7%
EQIX vs LEN
-21.9%
+51.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.1% | -3.2% | +3.4% |
| 7D | +4.6% | +10.5% | -5.9% | +3.7% |
| 30D | +3.0% | +24.6% | -21.7% | +0.9% |
| 3M | +0.7% | +6.6% | -5.9% | +0.1% |
| 6M | -1.7% | +10.6% | -12.4% | -3.1% |
| YTD | +39.7% | -8.3% | +48.0% | +40.8% |
| 1Y | +29.7% | -22.5% | +52.2% | +31.4% |
| All | +29.7% | -21.9% | +51.6% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling