-4.9%
LYB vs EQH
+102.2%
-107.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.5% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | +2.5% | +2.8% | -0.4% | +1.1% |
| 3M | +1.4% | +23.1% | -21.7% | -7.4% |
| 6M | -3.5% | +41.4% | -44.9% | -18.2% |
| YTD | +52.0% | +14.3% | +37.7% | +41.5% |
| 1Y | +22.1% | +1.6% | +20.5% | +19.9% |
| 3Y | -22.8% | +102.7% | -125.5% | -46.8% |
| All | -4.9% | +102.2% | -107.2% | -38.6% |
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 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