-35.8%
LVS vs EQH
+234.7%
-270.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.8% |
| 30D | -6.2% | +2.8% | -9.1% | -7.7% |
| 3M | -14.8% | +23.1% | -37.9% | -23.9% |
| 6M | -20.9% | +41.4% | -62.3% | -34.8% |
| YTD | -33.0% | +14.3% | -47.3% | -38.9% |
| 1Y | -20.0% | +1.6% | -21.6% | -23.0% |
| 3Y | -6.9% | +102.7% | -109.6% | -40.6% |
| 5Y | +9.1% | +104.5% | -95.5% | -31.9% |
| All | -35.8% | +234.7% | -270.5% | -68.6% |
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 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