+244.0%
EQIX vs LUMN
-55.8%
+299.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +1.2% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | -2.5% | +10.3% | -12.8% | -3.3% |
| 3M | 0.0% | -18.3% | +18.2% | +1.2% |
| 6M | +7.6% | +4.4% | +3.3% | +6.5% |
| YTD | +37.5% | -10.7% | +48.2% | +36.8% |
| 1Y | +32.9% | +14.0% | +19.0% | +28.5% |
| 3Y | +42.8% | +406.6% | -363.8% | +9.6% |
| 5Y | +35.8% | -36.8% | +72.6% | +31.3% |
| All | +244.0% | -55.8% | +299.8% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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