+48.4%
EQIX vs LII
-8.9%
+57.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.7% |
| 7D | +6.1% | -1.2% | +7.3% | +6.4% |
| 30D | +2.8% | -2.0% | +4.7% | +2.9% |
| 3M | +1.6% | -20.2% | +21.9% | +6.0% |
| 6M | -0.7% | -32.5% | +31.9% | +6.3% |
| YTD | +39.7% | -27.4% | +67.1% | +46.0% |
| 1Y | +30.6% | -28.2% | +58.8% | +36.8% |
| 3Y | +48.4% | -7.2% | +55.7% | +41.2% |
| All | +48.4% | -8.9% | +57.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling