+2,073.5%
LSCC vs EQH
+234.7%
+1,838.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.1% |
| 7D | +3.3% | +0.7% | +2.6% | +2.9% |
| 30D | -7.4% | +2.8% | -10.2% | -9.0% |
| 3M | -16.2% | +23.1% | -39.3% | -26.3% |
| 6M | +31.9% | +41.4% | -9.5% | +6.1% |
| YTD | +62.8% | +14.3% | +48.5% | +46.9% |
| 1Y | +81.4% | +1.6% | +79.8% | +74.4% |
| 3Y | +33.1% | +102.7% | -69.6% | -11.9% |
| 5Y | +90.8% | +104.5% | -13.8% | +26.6% |
| All | +2,073.5% | +234.7% | +1,838.8% | +1,029.6% |
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 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