+84.0%
LSCC vs EQH
+26.0%
+58.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +21.2% | +5.1% | +16.1% | +19.3% |
| 30D | -1.9% | +4.7% | -6.6% | -3.0% |
| 3M | -8.1% | +7.2% | -15.3% | -9.8% |
| 6M | -5.2% | +38.9% | -44.1% | -14.8% |
| YTD | +61.5% | +19.2% | +42.4% | +51.7% |
| All | +84.0% | +26.0% | +58.0% | +65.7% |
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 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