+6.4%
LVS vs EQH
+102.2%
-95.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -3.5% | +0.7% | -4.2% | -3.8% |
| 30D | -6.2% | +2.8% | -9.1% | -7.6% |
| 3M | -14.8% | +23.1% | -37.9% | -23.2% |
| 6M | -20.9% | +41.4% | -62.3% | -34.0% |
| YTD | -33.0% | +14.3% | -47.3% | -38.3% |
| 1Y | -20.0% | +1.6% | -21.6% | -22.2% |
| 3Y | -6.9% | +102.7% | -109.6% | -41.3% |
| All | +6.4% | +102.2% | -95.8% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling