+2,057.0%
LSCC vs EQH
+249.1%
+1,807.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +21.2% | +5.1% | +16.1% | +18.0% |
| 30D | -1.9% | +4.7% | -6.6% | -4.1% |
| 3M | -8.1% | +7.2% | -15.3% | -11.6% |
| 6M | -5.2% | +38.9% | -44.1% | -22.2% |
| YTD | +61.5% | +19.2% | +42.4% | +42.6% |
| 1Y | +81.3% | +25.5% | +55.7% | +55.2% |
| 3Y | +108.7% | +125.2% | -16.5% | +31.1% |
| 5Y | +44.1% | +81.6% | -37.5% | +0.5% |
| All | +2,057.0% | +249.1% | +1,807.9% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling