+417.5%
LIN vs EQIX
+257.3%
+160.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.1% |
| 30D | +6.5% | -1.8% | +8.3% | +6.8% |
| 3M | +5.5% | -3.4% | +8.8% | +6.1% |
| 6M | +3.3% | -6.0% | +9.3% | +4.6% |
| YTD | +22.0% | +34.2% | -12.2% | +9.2% |
| 1Y | +25.7% | +26.2% | -0.5% | +14.8% |
| 3Y | +36.2% | +41.7% | -5.4% | +16.6% |
| 5Y | +66.1% | +43.1% | +23.0% | +38.1% |
| All | +417.5% | +257.3% | +160.2% | +239.8% |
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