+34.0%
EQIX vs LNT
+30.4%
+3.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.0% |
| 30D | -0.4% | -1.9% | +1.6% | +0.8% |
| 3M | -0.9% | -7.2% | +6.2% | +3.1% |
| 6M | +8.1% | -3.9% | +12.0% | +10.0% |
| YTD | +35.7% | +5.9% | +29.8% | +30.5% |
| 1Y | +34.0% | +8.4% | +25.6% | +27.0% |
| 3Y | +41.4% | +46.6% | -5.2% | +10.2% |
| 5Y | +34.0% | +32.4% | +1.6% | +10.9% |
| All | +34.0% | +30.4% | +3.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling