+95.6%
LLY vs EQIX
+43.2%
+52.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | -5.1% | +0.3% | -5.4% | -5.3% |
| 3M | -2.1% | -1.6% | -0.5% | -2.0% |
| 6M | +13.8% | +12.2% | +1.7% | +9.7% |
| YTD | +5.1% | +38.0% | -32.9% | -4.7% |
| 1Y | +53.1% | +38.9% | +14.2% | +38.2% |
| 3Y | +95.6% | +43.8% | +51.8% | +80.4% |
| All | +95.6% | +43.2% | +52.5% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling