+372.1%
LNG vs EQH
+234.7%
+137.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | +3.8% | +2.8% | +1.0% | +2.7% |
| 3M | +16.2% | +23.1% | -6.9% | +7.7% |
| 6M | +11.7% | +41.4% | -29.7% | -2.3% |
| YTD | +44.2% | +14.3% | +30.0% | +35.4% |
| 1Y | +18.6% | +1.6% | +17.0% | +15.6% |
| 3Y | +77.4% | +102.7% | -25.3% | +29.7% |
| 5Y | +232.3% | +104.5% | +127.7% | +133.9% |
| All | +372.1% | +234.7% | +137.4% | +157.0% |
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