+86.1%
LSCC vs EQH
+93.8%
-7.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.6% |
| 6M | +27.4% | +33.9% | -6.5% | -0.1% |
| YTD | +56.9% | +11.6% | +45.3% | +39.8% |
| 1Y | +74.6% | +1.5% | +73.1% | +66.2% |
| 3Y | +26.0% | +96.7% | -70.8% | -28.8% |
| 5Y | +86.1% | +93.9% | -7.7% | +11.3% |
| All | +86.1% | +93.8% | -7.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling