-46.5%
LUMN vs EQH
+234.7%
-281.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | +10.3% | +2.8% | +7.5% | +8.6% |
| 3M | -18.3% | +23.1% | -41.3% | -28.5% |
| 6M | +4.4% | +41.4% | -37.0% | -16.1% |
| YTD | -10.7% | +14.3% | -24.9% | -18.7% |
| 1Y | +14.0% | +1.6% | +12.4% | +9.8% |
| 3Y | +406.6% | +102.7% | +303.9% | +246.5% |
| 5Y | -36.8% | +104.5% | -141.3% | -57.4% |
| All | -46.5% | +234.7% | -281.2% | -73.1% |
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