+244.0%
EQIX vs LH
+183.3%
+60.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +0.2% | -4.7% | +4.9% | +2.0% |
| 30D | -2.5% | -3.5% | +1.0% | -1.3% |
| 3M | 0.0% | +17.7% | -17.7% | -6.4% |
| 6M | +7.6% | +15.8% | -8.1% | +1.2% |
| YTD | +37.5% | +25.1% | +12.4% | +24.7% |
| 1Y | +32.9% | +12.5% | +20.4% | +25.4% |
| 3Y | +42.8% | +59.8% | -17.0% | +15.7% |
| 5Y | +35.8% | +27.1% | +8.8% | +18.5% |
| All | +244.0% | +183.3% | +60.7% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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