+34.2%
ECHO vs LH
+44.2%
-10.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.5% |
| 7D | +4.6% | +2.1% | +2.5% | +4.5% |
| 30D | +0.4% | +19.2% | -18.7% | -0.6% |
| 3M | +7.7% | +18.0% | -10.3% | +6.5% |
| 6M | -18.0% | +46.1% | -64.1% | -19.6% |
| YTD | -9.3% | +47.7% | -57.0% | -13.3% |
| 1Y | +34.2% | +47.2% | -13.0% | +27.9% |
| All | +34.2% | +44.2% | -10.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling