+249.6%
ECHO vs LEN
-7.9%
+257.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +3.6% | -6.4% | +10.0% | +5.3% |
| 30D | +7.5% | +15.6% | -8.2% | +2.3% |
| 3M | +16.2% | -0.8% | +16.9% | +15.1% |
| 6M | -20.9% | +0.4% | -21.2% | -22.0% |
| YTD | -6.0% | -14.1% | +8.2% | -3.6% |
| 1Y | +43.4% | -29.6% | +73.0% | +55.7% |
| 3Y | +924.0% | -23.1% | +947.2% | +959.9% |
| 5Y | +249.6% | -8.9% | +258.5% | +221.1% |
| All | +249.6% | -7.9% | +257.6% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling