+54.0%
LHX vs EQH
+100.2%
-46.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | -15.1% | +2.8% | -18.0% | -15.5% |
| 3M | -21.0% | +23.1% | -44.1% | -23.6% |
| 6M | -32.0% | +41.4% | -73.4% | -35.9% |
| YTD | -15.3% | +14.3% | -29.6% | -17.6% |
| 1Y | -11.1% | +1.6% | -12.7% | -12.0% |
| 3Y | +54.0% | +102.7% | -48.7% | +28.9% |
| All | +54.0% | +100.2% | -46.2% | +28.9% |
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