+248.8%
EQIX vs LII
+163.1%
+85.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +2.3% | +0.5% | +1.9% | +2.2% |
| 30D | +0.4% | -11.2% | +11.7% | +3.8% |
| 3M | -1.1% | -28.8% | +27.7% | +7.7% |
| 6M | +11.5% | -26.9% | +38.4% | +19.7% |
| YTD | +38.2% | -22.2% | +60.4% | +45.1% |
| 1Y | +36.7% | -32.0% | +68.6% | +49.0% |
| 3Y | +44.1% | -0.4% | +44.5% | +34.7% |
| 5Y | +34.8% | +22.4% | +12.4% | +13.2% |
| 10Y | +248.8% | +171.4% | +77.4% | +137.2% |
| All | +248.8% | +163.1% | +85.7% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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