+91.0%
LII vs EQH
+252.0%
-161.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.9% | +6.5% | -3.6% | +0.8% |
| 30D | +0.9% | +6.1% | -5.2% | -1.1% |
| 3M | -15.5% | +6.2% | -21.8% | -17.4% |
| 6M | -30.2% | +38.1% | -68.3% | -37.6% |
| YTD | -26.8% | +20.2% | -47.0% | -32.1% |
| 1Y | -25.3% | +27.6% | -52.9% | -32.1% |
| 3Y | -7.8% | +128.8% | -136.6% | -32.3% |
| 5Y | +17.0% | +83.1% | -66.2% | -9.5% |
| All | +91.0% | +252.0% | -161.1% | +15.3% |
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