+240.0%
ECHO vs LEN
+503.2%
-263.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.4% | -3.2% | +6.6% | +4.2% |
| 30D | +2.4% | -4.9% | +7.3% | +3.4% |
| 3M | -28.0% | -8.5% | -19.5% | -26.6% |
| 6M | -21.2% | -20.7% | -0.6% | -17.3% |
| YTD | -17.4% | -17.4% | 0.0% | -14.3% |
| 1Y | +33.6% | -38.2% | +71.8% | +47.3% |
| 3Y | +419.7% | -24.9% | +444.5% | +442.6% |
| 5Y | +241.7% | -11.4% | +253.2% | +237.5% |
| 10Y | +180.8% | +110.0% | +70.7% | +118.5% |
| All | +240.0% | +503.2% | -263.2% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling