+188.4%
ECHO vs LEN
+103.6%
+84.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.7% |
| 7D | +2.3% | -7.8% | +10.1% | +4.7% |
| 30D | +4.4% | -11.0% | +15.4% | +7.9% |
| 3M | -20.3% | -12.8% | -7.5% | -17.2% |
| 6M | -15.3% | -20.2% | +4.9% | -10.0% |
| YTD | -15.5% | -23.0% | +7.5% | -9.6% |
| 1Y | +15.0% | -41.8% | +56.8% | +33.1% |
| 3Y | +409.1% | -28.8% | +438.0% | +445.2% |
| 5Y | +260.6% | -12.6% | +273.2% | +252.8% |
| All | +188.4% | +103.6% | +84.8% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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