+298.6%
EQIX vs LSCC
+1,498.6%
-1,200.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.6% | -0.1% |
| 7D | +1.3% | +14.5% | -13.1% | -1.1% |
| 30D | +3.4% | -0.1% | +3.5% | +3.0% |
| 3M | +3.9% | -2.7% | +6.6% | +3.7% |
| 6M | -0.7% | -4.8% | +4.1% | -1.7% |
| YTD | +41.5% | +66.9% | -25.3% | +25.6% |
| 1Y | +32.9% | +85.8% | -53.0% | +15.5% |
| 3Y | +48.3% | +115.6% | -67.2% | +19.0% |
| 5Y | +52.3% | +48.8% | +3.5% | +24.1% |
| 10Y | +298.6% | +1,490.3% | -1,191.7% | +120.2% |
| All | +298.6% | +1,498.6% | -1,200.0% | +120.2% |
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