-68.5%
LYFT vs EQIX
+30.3%
-98.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.5% | +5.6% |
| 7D | -4.9% | -3.6% | -1.3% | -3.3% |
| 30D | -9.0% | -8.9% | -0.1% | -5.0% |
| 3M | +17.4% | -5.0% | +22.4% | +19.2% |
| 6M | +21.7% | +4.0% | +17.7% | +17.1% |
| YTD | -17.9% | +32.3% | -50.3% | -32.3% |
| 1Y | -14.6% | +29.4% | -44.0% | -28.9% |
| 3Y | +40.2% | +36.1% | +4.2% | +10.9% |
| 5Y | -68.5% | +32.1% | -100.7% | -77.9% |
| All | -68.5% | +30.3% | -98.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling