+3,386.7%
EQIX vs LYV
+1,446.8%
+1,939.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -1.9% | +2.1% | +0.7% |
| 30D | -2.5% | -8.2% | +5.7% | -0.3% |
| 3M | 0.0% | -1.3% | +1.2% | +0.1% |
| 6M | +7.6% | +2.6% | +5.0% | +6.2% |
| YTD | +37.5% | +19.4% | +18.1% | +29.8% |
| 1Y | +32.9% | -2.2% | +35.2% | +32.0% |
| 3Y | +42.8% | +106.0% | -63.3% | +14.0% |
| 5Y | +35.8% | +97.7% | -61.8% | +5.5% |
| 10Y | +247.0% | +560.5% | -313.5% | +63.2% |
| All | +3,386.7% | +1,446.8% | +1,939.9% | +1,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling