+244.0%
EQIX vs LNT
+148.3%
+95.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -1.0% | +1.2% | +0.8% |
| 30D | -2.5% | -4.2% | +1.8% | 0.0% |
| 3M | 0.0% | -6.7% | +6.6% | +3.9% |
| 6M | +7.6% | -3.6% | +11.2% | +9.4% |
| YTD | +37.5% | +5.9% | +31.6% | +32.1% |
| 1Y | +32.9% | +7.3% | +25.7% | +26.6% |
| 3Y | +42.8% | +46.5% | -3.7% | +10.8% |
| 5Y | +35.8% | +32.5% | +3.4% | +11.1% |
| All | +244.0% | +148.3% | +95.6% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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