+550.0%
LNG vs EQIX
+246.8%
+303.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -4.7% | +0.2% | -4.8% | -4.7% |
| 30D | +3.8% | -2.5% | +6.3% | +4.2% |
| 3M | +16.2% | 0.0% | +16.2% | +15.9% |
| 6M | +11.7% | +7.6% | +4.0% | +9.8% |
| YTD | +44.2% | +37.5% | +6.7% | +34.6% |
| 1Y | +18.6% | +32.9% | -14.3% | +11.3% |
| 3Y | +77.4% | +42.8% | +34.7% | +62.7% |
| 5Y | +232.3% | +35.8% | +196.4% | +202.8% |
| All | +550.0% | +246.8% | +303.2% | +349.5% |
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