+108.2%
LII vs EQH
+226.5%
-118.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.8% |
| 7D | +2.1% | +5.4% | -3.3% | +0.3% |
| 30D | -12.4% | +1.0% | -13.4% | -12.8% |
| 3M | -24.8% | +26.7% | -51.5% | -30.7% |
| 6M | -25.2% | +34.4% | -59.5% | -32.8% |
| YTD | -20.3% | +11.5% | -31.7% | -24.1% |
| 1Y | -32.9% | +0.4% | -33.4% | -34.0% |
| 3Y | +2.0% | +96.5% | -94.5% | -21.3% |
| 5Y | +24.4% | +93.4% | -68.9% | -4.8% |
| All | +108.2% | +226.5% | -118.4% | +29.0% |
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