+2,003.4%
LSCC vs EQH
+232.3%
+1,771.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.6% |
| 7D | +1.3% | +5.5% | -4.2% | -1.8% |
| 30D | -9.7% | +3.2% | -12.9% | -11.5% |
| 3M | -23.7% | +32.5% | -56.3% | -35.7% |
| 6M | +26.5% | +33.7% | -7.3% | +5.1% |
| YTD | +57.5% | +13.4% | +44.1% | +42.7% |
| 1Y | +75.7% | +0.6% | +75.1% | +69.8% |
| 3Y | +19.5% | +95.1% | -75.7% | -19.3% |
| 5Y | +83.8% | +92.7% | -8.9% | +25.3% |
| All | +2,003.4% | +232.3% | +1,771.1% | +997.7% |
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 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