+406.6%
LUMN vs EQH
+100.2%
+306.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.7% |
| 7D | +2.5% | +0.7% | +1.8% | +1.9% |
| 30D | +10.3% | +2.8% | +7.5% | +7.7% |
| 3M | -18.3% | +23.1% | -41.3% | -33.6% |
| 6M | +4.4% | +41.4% | -37.0% | -26.7% |
| YTD | -10.7% | +14.3% | -24.9% | -23.0% |
| 1Y | +14.0% | +1.6% | +12.4% | +9.0% |
| 3Y | +406.6% | +102.7% | +303.9% | +69.6% |
| All | +406.6% | +100.2% | +306.3% | +69.6% |
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