+46.5%
LNT vs EQH
+100.2%
-53.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.0% | +0.7% | -1.8% | -1.1% |
| 30D | -4.2% | +2.8% | -7.1% | -4.5% |
| 3M | -6.7% | +23.1% | -29.8% | -8.6% |
| 6M | -3.6% | +41.4% | -45.0% | -7.1% |
| YTD | +5.9% | +14.3% | -8.4% | +4.4% |
| 1Y | +7.3% | +1.6% | +5.7% | +7.4% |
| 3Y | +46.5% | +102.7% | -56.2% | +21.8% |
| All | +46.5% | +100.2% | -53.8% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling