+22.6%
LQD vs EQH
+234.7%
-212.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -1.3% | +2.8% | -4.1% | -1.5% |
| 3M | -3.2% | +23.1% | -26.3% | -4.4% |
| 6M | -2.1% | +41.4% | -43.5% | -4.2% |
| YTD | -2.4% | +14.3% | -16.6% | -3.3% |
| 1Y | -2.7% | +1.6% | -4.3% | -3.0% |
| 3Y | +14.2% | +102.7% | -88.5% | +8.5% |
| 5Y | -5.8% | +104.5% | -110.3% | -11.1% |
| All | +22.6% | +234.7% | -212.1% | +7.6% |
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