+72.5%
LSCC vs EQH
+2.6%
+69.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | -9.5% | +2.4% | -11.9% | -10.2% |
| 3M | -13.8% | +26.3% | -40.1% | -19.8% |
| 6M | +24.5% | +35.8% | -11.3% | +11.3% |
| YTD | +55.1% | +12.7% | +42.4% | +46.6% |
| 1Y | +72.5% | +2.5% | +70.0% | +63.5% |
| All | +72.5% | +2.6% | +69.9% | +63.5% |
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