+278.9%
LIN vs EQH
+249.1%
+29.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +0.2% | +5.1% | -4.9% | -1.4% |
| 30D | +6.2% | +4.7% | +1.4% | +4.4% |
| 3M | +9.3% | +7.2% | +2.1% | +6.4% |
| 6M | +4.4% | +38.9% | -34.5% | -7.2% |
| YTD | +23.7% | +19.2% | +4.6% | +14.7% |
| 1Y | +23.5% | +25.5% | -2.1% | +12.2% |
| 3Y | +35.8% | +125.2% | -89.4% | -3.7% |
| 5Y | +65.9% | +81.6% | -15.7% | +24.1% |
| All | +278.9% | +249.1% | +29.9% | +106.3% |
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 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