+139.6%
LDOS vs EQH
+250.5%
-111.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -1.3% | -0.5% | -0.9% | -1.3% |
| 30D | +10.1% | +4.4% | +5.7% | +8.5% |
| 3M | -4.7% | +8.8% | -13.4% | -7.5% |
| 6M | +5.6% | +38.1% | -32.6% | -5.5% |
| YTD | -25.1% | +19.7% | -44.7% | -30.3% |
| 1Y | -31.7% | +27.8% | -59.5% | -37.9% |
| 3Y | +33.7% | +126.1% | -92.4% | -2.7% |
| 5Y | +54.4% | +83.3% | -28.9% | +16.8% |
| All | +139.6% | +250.5% | -111.0% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling