+69.6%
LSCC vs EQH
+18.6%
+51.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +3.0% | +2.8% | +0.2% | +2.3% |
| 30D | -19.3% | +3.9% | -23.2% | -20.0% |
| 3M | -22.3% | +16.3% | -38.6% | -25.3% |
| 6M | -14.6% | +37.1% | -51.7% | -22.3% |
| YTD | +45.8% | +20.2% | +25.5% | +35.7% |
| 1Y | +69.6% | +17.9% | +51.7% | +59.4% |
| All | +69.6% | +18.6% | +51.0% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling