+244.0%
EQIX vs LYV
+564.6%
-320.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.2% | -1.9% | +2.1% | +0.5% |
| 30D | -2.5% | -8.2% | +5.7% | -1.1% |
| 3M | 0.0% | -1.3% | +1.2% | 0.0% |
| 6M | +7.6% | +2.6% | +5.0% | +6.8% |
| YTD | +37.5% | +19.4% | +18.1% | +32.7% |
| 1Y | +32.9% | -2.2% | +35.2% | +32.4% |
| 3Y | +42.8% | +106.0% | -63.3% | +24.8% |
| 5Y | +35.8% | +97.7% | -61.8% | +17.7% |
| All | +244.0% | +564.6% | -320.7% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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