+28.3%
LSCC vs EQH
+95.5%
-67.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | +1.4% | +1.1% | +0.3% | +0.5% |
| 30D | -10.0% | -1.1% | -8.9% | -9.6% |
| 3M | -16.1% | +25.0% | -41.1% | -28.6% |
| 6M | +27.4% | +33.9% | -6.5% | +1.7% |
| YTD | +56.9% | +11.6% | +45.3% | +41.8% |
| 1Y | +74.6% | +1.5% | +73.1% | +68.9% |
| All | +28.3% | +95.5% | -67.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling