+238.7%
EQIX vs LH
+1,387.3%
-1,148.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.3% | -0.8% | +2.2% | +1.6% |
| 30D | +0.3% | +2.0% | -1.7% | -0.5% |
| 3M | -1.6% | +24.3% | -25.8% | -9.4% |
| 6M | +12.2% | +21.1% | -8.9% | +4.1% |
| YTD | +38.0% | +30.4% | +7.5% | +24.0% |
| 1Y | +38.9% | +18.4% | +20.6% | +29.1% |
| 3Y | +43.8% | +65.5% | -21.6% | +17.0% |
| 5Y | +30.4% | +29.9% | +0.5% | +14.7% |
| 10Y | +238.6% | +186.6% | +52.0% | +112.7% |
| All | +238.7% | +1,387.3% | -1,148.6% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling