+169.6%
LOW vs EQH
+230.1%
-60.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -2.6% | -1.8% | -0.9% | -2.0% |
| 30D | -11.1% | +2.4% | -13.6% | -12.1% |
| 3M | -8.5% | +26.3% | -34.8% | -17.0% |
| 6M | -20.8% | +35.8% | -56.7% | -30.7% |
| YTD | -17.2% | +12.7% | -29.9% | -22.3% |
| 1Y | -24.7% | +2.5% | -27.2% | -26.9% |
| 3Y | -9.7% | +98.6% | -108.4% | -36.1% |
| 5Y | +6.0% | +101.7% | -95.7% | -27.7% |
| All | +169.6% | +230.1% | -60.4% | +33.2% |
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