+102.5%
LMT vs EQH
+234.7%
-132.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -13.1% | +2.8% | -15.9% | -13.6% |
| 3M | -3.9% | +23.1% | -27.0% | -8.4% |
| 6M | -18.3% | +41.4% | -59.7% | -24.8% |
| YTD | +10.3% | +14.3% | -3.9% | +6.2% |
| 1Y | +14.2% | +1.6% | +12.6% | +12.7% |
| 3Y | +35.0% | +102.7% | -67.7% | +8.9% |
| 5Y | +73.2% | +104.5% | -31.3% | +34.5% |
| All | +102.5% | +234.7% | -132.2% | +24.4% |
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