+68.1%
LEN vs EQH
+234.7%
-166.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.5% |
| 7D | -4.8% | +0.7% | -5.5% | -5.1% |
| 30D | -6.6% | +2.8% | -9.4% | -7.9% |
| 3M | -15.7% | +23.1% | -38.8% | -24.2% |
| 6M | -16.6% | +41.4% | -58.0% | -30.3% |
| YTD | -21.3% | +14.3% | -35.6% | -27.7% |
| 1Y | -42.0% | +1.6% | -43.6% | -43.8% |
| 3Y | -27.9% | +102.7% | -130.6% | -53.3% |
| 5Y | -10.7% | +104.5% | -115.2% | -44.3% |
| All | +68.1% | +234.7% | -166.6% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling