+237.0%
EQIX vs LII
+4,655.7%
-4,418.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.9% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -1.4% | -12.6% | +11.2% | +3.3% |
| 3M | -4.4% | -24.4% | +20.0% | +4.0% |
| 6M | +7.9% | -28.7% | +36.7% | +19.1% |
| YTD | +37.3% | -19.1% | +56.4% | +44.0% |
| 1Y | +37.8% | -29.7% | +67.5% | +51.3% |
| 3Y | +42.0% | +4.8% | +37.2% | +29.9% |
| 5Y | +29.6% | +24.6% | +5.1% | +8.6% |
| 10Y | +238.3% | +169.2% | +69.1% | +98.1% |
| All | +237.0% | +4,655.7% | -4,418.7% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling