+1,363.3%
LITE vs EQH
+234.7%
+1,128.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.6% |
| 7D | +5.2% | +0.7% | +4.5% | +4.7% |
| 30D | -0.6% | +2.8% | -3.4% | -2.3% |
| 3M | +4.2% | +23.1% | -18.9% | -6.8% |
| 6M | +38.0% | +41.4% | -3.4% | +13.9% |
| YTD | +151.5% | +14.3% | +137.2% | +128.1% |
| 1Y | +462.2% | +1.6% | +460.6% | +436.1% |
| 3Y | +1,810.6% | +102.7% | +1,707.9% | +1,235.9% |
| 5Y | +980.2% | +104.5% | +875.7% | +637.6% |
| All | +1,363.3% | +234.7% | +1,128.7% | +658.5% |
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