+185.8%
LMT vs EQIX
+246.8%
-61.0%
-36.7%
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% | -1.4% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -13.1% | -2.5% | -10.6% | -12.6% |
| 3M | -3.9% | 0.0% | -3.8% | -4.1% |
| 6M | -18.3% | +7.6% | -25.9% | -19.9% |
| YTD | +10.3% | +37.5% | -27.2% | +2.1% |
| 1Y | +14.2% | +32.9% | -18.7% | +6.4% |
| 3Y | +35.0% | +42.8% | -7.8% | +21.2% |
| 5Y | +73.2% | +35.8% | +37.4% | +54.5% |
| All | +185.8% | +246.8% | -61.0% | +105.8% |
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