+243.0%
EQIX vs LSCC
+310.0%
-66.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.4% | -4.3% | +2.2% |
| 7D | +6.1% | +19.3% | -13.2% | +1.8% |
| 30D | +2.8% | -9.6% | +12.4% | +4.7% |
| 3M | +1.6% | -12.4% | +14.0% | +3.9% |
| 6M | -0.7% | -10.5% | +9.8% | -0.6% |
| YTD | +39.7% | +54.8% | -15.1% | +21.3% |
| 1Y | +30.6% | +79.4% | -48.8% | +9.3% |
| 3Y | +48.4% | +109.6% | -61.2% | +11.6% |
| 5Y | +46.0% | +40.4% | +5.7% | +14.2% |
| 10Y | +267.7% | +1,379.1% | -1,111.4% | +43.2% |
| All | +243.0% | +310.0% | -66.9% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling