+43.8%
LDOS vs EQH
+101.9%
-58.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -5.4% | +5.5% | -10.9% | -6.5% |
| 30D | +4.9% | +3.2% | +1.7% | +4.1% |
| 3M | +7.2% | +32.5% | -25.4% | +0.6% |
| 6M | -24.2% | +33.7% | -58.0% | -29.4% |
| YTD | -25.8% | +13.4% | -39.2% | -28.1% |
| 1Y | -24.7% | +0.6% | -25.3% | -25.1% |
| All | +43.8% | +101.9% | -58.1% | +25.3% |
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