+238.4%
LIN vs EQH
+226.9%
+11.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.0% | +1.1% | -5.1% | -4.3% |
| 30D | -4.9% | -1.1% | -3.8% | -4.7% |
| 3M | -9.2% | +25.0% | -34.2% | -16.0% |
| 6M | -2.6% | +33.9% | -36.4% | -12.6% |
| YTD | +10.5% | +11.6% | -1.1% | +4.9% |
| 1Y | -0.1% | +1.5% | -1.6% | -2.3% |
| 3Y | +25.4% | +96.7% | -71.3% | -6.9% |
| 5Y | +59.7% | +93.9% | -34.2% | +16.5% |
| All | +238.4% | +226.9% | +11.6% | +88.7% |
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