+237.0%
EQIX vs LEN
+810.9%
-574.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | +0.1% |
| 30D | -1.4% | -4.9% | +3.4% | -0.2% |
| 3M | -4.4% | -8.5% | +4.1% | -2.6% |
| 6M | +7.9% | -20.7% | +28.6% | +14.2% |
| YTD | +37.3% | -17.4% | +54.7% | +43.0% |
| 1Y | +37.8% | -38.2% | +76.0% | +55.2% |
| 3Y | +42.0% | -24.9% | +66.9% | +47.2% |
| 5Y | +29.6% | -11.4% | +41.1% | +25.6% |
| 10Y | +238.3% | +110.0% | +128.3% | +129.0% |
| All | +237.0% | +810.9% | -574.0% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling