-92.8%
LCID vs EQH
+97.5%
-190.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.7% |
| 7D | -9.1% | -1.8% | -7.4% | -8.3% |
| 30D | -37.6% | +2.4% | -40.0% | -38.6% |
| 3M | -11.1% | +26.3% | -37.4% | -22.2% |
| 6M | -59.2% | +35.8% | -95.0% | -66.2% |
| YTD | -60.5% | +12.7% | -73.1% | -63.5% |
| 1Y | -78.5% | +2.5% | -80.9% | -79.2% |
| All | -92.8% | +97.5% | -190.3% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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