+241.6%
ECHO vs LCID
-97.6%
+339.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +3.4% | -6.6% | +10.0% | +4.2% |
| 30D | +2.4% | -30.1% | +32.5% | +6.5% |
| 3M | -28.0% | -17.6% | -10.3% | -27.6% |
| 6M | -21.2% | -54.4% | +33.2% | -15.6% |
| YTD | -17.4% | -55.7% | +38.3% | -11.6% |
| 1Y | +33.6% | -71.0% | +104.6% | +49.1% |
| 3Y | +419.7% | -92.6% | +512.3% | +535.9% |
| All | +241.6% | -97.6% | +339.2% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling