-27.9%
LEN vs EQH
+100.2%
-128.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -6.6% | +2.8% | -9.4% | -7.4% |
| 3M | -15.7% | +23.1% | -38.8% | -21.1% |
| 6M | -16.6% | +41.4% | -58.0% | -25.5% |
| YTD | -21.3% | +14.3% | -35.6% | -25.2% |
| 1Y | -42.0% | +1.6% | -43.6% | -43.0% |
| 3Y | -27.9% | +102.7% | -130.6% | -48.9% |
| All | -27.9% | +100.2% | -128.1% | -48.9% |
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