+140.3%
ECHO vs LEN
+136.8%
+3.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.1% |
| 7D | +9.1% | -8.7% | +17.9% | +11.9% |
| 30D | +7.2% | +11.6% | -4.4% | +2.9% |
| 3M | +6.1% | -1.3% | +7.4% | +5.0% |
| 6M | -24.2% | -1.4% | -22.7% | -25.1% |
| YTD | -9.7% | -16.9% | +7.2% | -6.8% |
| 1Y | +40.9% | -31.2% | +72.1% | +53.4% |
| 3Y | +883.3% | -25.6% | +908.9% | +925.1% |
| 5Y | +224.2% | -13.3% | +237.4% | +214.1% |
| All | +140.3% | +136.8% | +3.5% | +65.4% |
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