+42.2%
EQIX vs LSCC
+26.3%
+15.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.3% |
| 7D | -0.1% | +13.0% | -13.1% | -2.3% |
| 30D | -1.8% | -19.8% | +18.0% | +1.6% |
| 3M | -3.4% | -18.4% | +15.0% | -0.5% |
| 6M | -6.0% | -16.1% | +10.1% | -4.9% |
| YTD | +34.2% | +42.7% | -8.5% | +21.9% |
| 1Y | +26.2% | +68.0% | -41.8% | +11.1% |
| 3Y | +41.7% | +85.8% | -44.2% | +14.8% |
| All | +42.2% | +26.3% | +15.8% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling