+47.3%
EQIX vs LSCC
+99.6%
-52.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.0% |
| 7D | +4.1% | +7.0% | -2.9% | +3.0% |
| 30D | +5.8% | -2.3% | +8.1% | +5.7% |
| 3M | -1.4% | -12.5% | +11.1% | -0.3% |
| 6M | -1.2% | -10.6% | +9.4% | -1.3% |
| YTD | +39.6% | +52.7% | -13.1% | +28.8% |
| 1Y | +36.8% | +74.0% | -37.1% | +23.9% |
| 3Y | +47.3% | +104.8% | -57.5% | +23.1% |
| All | +47.3% | +99.6% | -52.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling