+238.6%
EQIX vs LSCC
+1,791.9%
-1,553.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +1.3% | +5.2% | -3.9% | +0.5% |
| 30D | +0.3% | -9.6% | +10.0% | +2.0% |
| 3M | -1.6% | -17.8% | +16.2% | +0.8% |
| 6M | +12.2% | +37.4% | -25.3% | +4.5% |
| YTD | +38.0% | +59.7% | -21.7% | +24.4% |
| 1Y | +38.9% | +76.2% | -37.3% | +22.5% |
| 3Y | +43.8% | +28.2% | +15.6% | +27.9% |
| 5Y | +30.4% | +87.2% | -56.8% | +3.4% |
| 10Y | +238.6% | +1,795.0% | -1,556.4% | +88.7% |
| All | +238.6% | +1,791.9% | -1,553.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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