+133.8%
LTH vs EQH
+95.1%
+38.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | -4.0% | +0.7% | -4.7% | -4.4% |
| 30D | -5.3% | +2.8% | -8.1% | -7.1% |
| 3M | +19.0% | +23.1% | -4.1% | +3.7% |
| 6M | +55.8% | +41.4% | +14.4% | +23.4% |
| YTD | +56.1% | +14.3% | +41.9% | +40.8% |
| 1Y | +41.3% | +1.6% | +39.7% | +36.8% |
| 3Y | +156.6% | +102.7% | +53.9% | +43.4% |
| All | +133.8% | +95.1% | +38.7% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling