+238.7%
EQIX vs LNT
+1,244.1%
-1,005.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | +1.3% | +1.0% | +0.3% | +0.7% |
| 30D | +0.3% | -1.1% | +1.4% | +1.1% |
| 3M | -1.6% | -3.6% | +2.0% | +0.5% |
| 6M | +12.2% | -2.7% | +14.8% | +13.5% |
| YTD | +38.0% | +8.0% | +30.0% | +30.4% |
| 1Y | +38.9% | +10.5% | +28.5% | +29.3% |
| 3Y | +43.8% | +49.6% | -5.7% | +7.9% |
| 5Y | +30.4% | +32.2% | -1.9% | +4.9% |
| 10Y | +238.6% | +141.8% | +96.8% | +74.8% |
| All | +238.7% | +1,244.1% | -1,005.4% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling