+221.0%
ECHO vs LCID
-95.8%
+316.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.8% | +5.5% | -1.6% |
| 7D | +5.3% | -9.3% | +14.7% | +6.2% |
| 30D | +2.4% | -35.4% | +37.8% | +6.1% |
| 3M | -21.8% | -17.1% | -4.7% | -21.6% |
| 6M | -16.9% | -58.9% | +42.0% | -12.1% |
| YTD | -16.0% | -59.6% | +43.6% | -11.2% |
| 1Y | +9.3% | -78.0% | +87.3% | +20.5% |
| 3Y | +406.2% | -92.7% | +498.9% | +478.9% |
| 5Y | +251.0% | -97.8% | +348.8% | +320.6% |
| All | +221.0% | -95.8% | +316.8% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling