+244.0%
EQIX vs LEN
+108.0%
+135.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.8% |
| 7D | +0.2% | -4.8% | +4.9% | +1.3% |
| 30D | -2.5% | -6.6% | +4.1% | -1.0% |
| 3M | 0.0% | -15.7% | +15.6% | +3.7% |
| 6M | +7.6% | -16.6% | +24.3% | +11.6% |
| YTD | +37.5% | -21.3% | +58.9% | +44.1% |
| 1Y | +32.9% | -42.0% | +74.9% | +49.9% |
| 3Y | +42.8% | -27.9% | +70.7% | +48.5% |
| 5Y | +35.8% | -10.7% | +46.5% | +30.4% |
| All | +244.0% | +108.0% | +135.9% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling