+287.0%
ECHO vs LEN
+527.1%
-240.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +3.6% | -6.4% | +10.0% | +5.1% |
| 30D | +7.5% | +15.6% | -8.2% | +3.3% |
| 3M | +16.2% | -0.8% | +16.9% | +15.1% |
| 6M | -20.9% | +0.4% | -21.2% | -21.9% |
| YTD | -6.0% | -14.1% | +8.2% | -4.3% |
| 1Y | +43.4% | -29.6% | +73.0% | +52.3% |
| 3Y | +924.0% | -23.1% | +947.2% | +952.2% |
| 5Y | +249.6% | -8.9% | +258.5% | +239.7% |
| 10Y | +151.3% | +146.2% | +5.0% | +87.5% |
| All | +287.0% | +527.1% | -240.1% | +101.9% |
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