+417.8%
ECHO vs LEN
-25.9%
+443.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.9% | +5.3% |
| 7D | +8.6% | -2.9% | +11.5% | +9.5% |
| 30D | +3.8% | -8.9% | +12.6% | +6.7% |
| 3M | -19.9% | -10.9% | -9.0% | -17.0% |
| 6M | -12.1% | -19.7% | +7.6% | -6.2% |
| YTD | -14.1% | -20.6% | +6.5% | -8.7% |
| 1Y | +15.9% | -42.4% | +58.3% | +36.8% |
| 3Y | +417.8% | -26.5% | +444.4% | +362.8% |
| All | +417.8% | -25.9% | +443.8% | +362.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling