+251.5%
ECHO vs LCID
-97.1%
+348.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +2.7% |
| 7D | +5.7% | -10.2% | +15.9% | +6.6% |
| 30D | +13.8% | -10.2% | +24.0% | +14.5% |
| 3M | +9.1% | -54.1% | +63.2% | +15.8% |
| 6M | -24.9% | -53.8% | +28.8% | -21.3% |
| YTD | -8.0% | -72.0% | +64.0% | -0.1% |
| 1Y | +42.9% | -80.5% | +123.4% | +59.2% |
| 3Y | +926.7% | -92.6% | +1,019.3% | +1,085.9% |
| 5Y | +230.4% | -99.3% | +329.7% | +301.8% |
| All | +251.5% | -97.1% | +348.6% | +329.8% |
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