+222.0%
LHX vs EQIX
+246.8%
-24.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -4.3% | +0.2% | -4.4% | -4.3% |
| 30D | -15.1% | -2.5% | -12.7% | -14.6% |
| 3M | -21.0% | 0.0% | -20.9% | -21.2% |
| 6M | -32.0% | +7.6% | -39.6% | -33.6% |
| YTD | -15.3% | +37.5% | -52.8% | -22.7% |
| 1Y | -11.1% | +32.9% | -44.0% | -18.1% |
| 3Y | +54.0% | +42.8% | +11.3% | +36.3% |
| 5Y | +17.1% | +35.8% | -18.7% | +3.1% |
| All | +222.0% | +246.8% | -24.7% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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