+36.5%
EQIX vs LEN
-11.2%
+47.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | +0.2% | -4.8% | +4.9% | +1.6% |
| 30D | -2.5% | -6.6% | +4.1% | -0.7% |
| 3M | 0.0% | -15.7% | +15.6% | +4.5% |
| 6M | +7.6% | -16.6% | +24.3% | +12.4% |
| YTD | +37.5% | -21.3% | +58.9% | +45.4% |
| 1Y | +32.9% | -42.0% | +74.9% | +54.5% |
| 3Y | +42.8% | -27.9% | +70.7% | +45.0% |
| All | +36.5% | -11.2% | +47.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling