+15.9%
ECHO vs LCID
-74.3%
+90.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | +8.6% | +1.8% | +6.8% | +8.3% |
| 30D | +3.8% | -34.2% | +38.0% | +9.2% |
| 3M | -19.9% | -9.1% | -10.8% | -21.0% |
| 6M | -12.1% | -52.6% | +40.5% | -3.0% |
| YTD | -14.1% | -56.2% | +42.1% | -4.2% |
| 1Y | +15.9% | -74.9% | +90.8% | +37.3% |
| All | +15.9% | -74.3% | +90.1% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling