+34.0%
EQIX vs LH
+23.7%
+10.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -0.1% |
| 7D | -1.6% | -7.4% | +5.8% | +1.4% |
| 30D | -0.4% | -4.6% | +4.2% | +1.4% |
| 3M | -0.9% | +14.5% | -15.4% | -6.7% |
| 6M | +8.1% | +14.8% | -6.7% | +1.5% |
| YTD | +35.7% | +23.3% | +12.4% | +22.4% |
| 1Y | +34.0% | +13.6% | +20.4% | +25.1% |
| 3Y | +41.4% | +56.3% | -14.9% | +10.9% |
| 5Y | +34.0% | +25.2% | +8.8% | +10.9% |
| All | +34.0% | +23.7% | +10.3% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling