+137.3%
LDOS vs EQH
+232.3%
-95.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -5.4% | +5.5% | -10.9% | -7.1% |
| 30D | +4.9% | +3.2% | +1.7% | +3.7% |
| 3M | +7.2% | +32.5% | -25.4% | -2.5% |
| 6M | -24.2% | +33.7% | -58.0% | -31.8% |
| YTD | -25.8% | +13.4% | -39.2% | -29.7% |
| 1Y | -24.7% | +0.6% | -25.3% | -26.0% |
| 3Y | +39.3% | +95.1% | -55.9% | +6.3% |
| 5Y | +43.3% | +92.7% | -49.4% | +6.1% |
| All | +137.3% | +232.3% | -95.0% | +28.6% |
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