+38.0%
LDOS vs EQH
+93.8%
-55.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -4.2% | +1.1% | -5.3% | -4.5% |
| 30D | -7.9% | -1.1% | -6.8% | -7.7% |
| 3M | +4.1% | +25.0% | -20.9% | -1.6% |
| 6M | -28.2% | +33.9% | -62.1% | -33.7% |
| YTD | -28.5% | +11.6% | -40.1% | -30.9% |
| 1Y | -27.7% | +1.5% | -29.2% | -28.5% |
| 3Y | +38.4% | +96.7% | -58.3% | +13.5% |
| 5Y | +38.0% | +93.9% | -55.9% | +5.8% |
| All | +38.0% | +93.8% | -55.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling