+97.8%
LII vs EQH
+234.7%
-136.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | -6.3% | +0.7% | -7.0% | -6.5% |
| 30D | -13.0% | +2.8% | -15.9% | -13.9% |
| 3M | -29.0% | +23.1% | -52.1% | -34.0% |
| 6M | -27.7% | +41.4% | -69.1% | -36.2% |
| YTD | -24.2% | +14.3% | -38.5% | -28.5% |
| 1Y | -34.8% | +1.6% | -36.4% | -36.1% |
| 3Y | -4.2% | +102.7% | -106.9% | -26.9% |
| 5Y | +20.9% | +104.5% | -83.7% | -9.1% |
| All | +97.8% | +234.7% | -136.9% | +21.6% |
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 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