+923.0%
LITE vs EQH
+250.5%
+672.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.4% |
| 7D | +3.4% | -0.5% | +3.9% | +4.3% |
| 30D | -34.9% | +4.4% | -39.3% | -35.9% |
| 3M | -21.0% | +8.8% | -29.8% | -24.1% |
| 6M | -38.5% | +38.1% | -76.6% | -47.7% |
| YTD | +75.8% | +19.7% | +56.2% | +56.6% |
| 1Y | +156.7% | +27.8% | +128.9% | +121.9% |
| 3Y | +1,498.6% | +126.1% | +1,372.5% | +968.0% |
| 5Y | +610.9% | +83.3% | +527.6% | +409.8% |
| All | +923.0% | +250.5% | +672.5% | +420.8% |
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