+390.7%
LLY vs EQH
+94.3%
+296.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -3.2% | -1.8% | -1.4% | -2.9% |
| 30D | -7.4% | +2.4% | -9.9% | -7.8% |
| 3M | -1.0% | +26.3% | -27.3% | -4.4% |
| 6M | +12.5% | +35.8% | -23.3% | +7.3% |
| YTD | +5.0% | +12.7% | -7.7% | +2.7% |
| 1Y | +49.8% | +2.5% | +47.3% | +48.3% |
| 3Y | +95.5% | +98.6% | -3.2% | +76.7% |
| 5Y | +390.7% | +101.7% | +289.0% | +340.3% |
| All | +390.7% | +94.3% | +296.4% | +340.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling