+278.4%
LIN vs EQH
+248.4%
+30.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | +7.9% | +4.9% | +2.9% | +6.0% |
| 3M | +6.3% | +5.4% | +0.9% | +4.1% |
| 6M | +6.5% | +32.1% | -25.6% | -3.7% |
| YTD | +23.6% | +19.0% | +4.6% | +14.6% |
| 1Y | +25.7% | +27.8% | -2.1% | +13.5% |
| 3Y | +35.6% | +124.8% | -89.2% | -3.8% |
| 5Y | +65.9% | +82.7% | -16.8% | +23.8% |
| All | +278.4% | +248.4% | +30.0% | +106.1% |
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