+170.0%
LOW vs EQH
+234.7%
-64.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | -8.9% | +2.8% | -11.7% | -10.0% |
| 3M | -10.4% | +23.1% | -33.5% | -17.9% |
| 6M | -19.4% | +41.4% | -60.8% | -30.5% |
| YTD | -17.1% | +14.3% | -31.4% | -22.7% |
| 1Y | -26.3% | +1.6% | -27.9% | -28.1% |
| 3Y | -9.9% | +102.7% | -112.6% | -36.7% |
| 5Y | +6.1% | +104.5% | -98.4% | -28.0% |
| All | +170.0% | +234.7% | -64.7% | +32.7% |
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