+140.3%
ECHO vs LH
+263.7%
-123.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.1% | +2.5% | +6.6% | +8.1% |
| 30D | +7.2% | +18.7% | -11.5% | +0.1% |
| 3M | +6.1% | +15.3% | -9.3% | 0.0% |
| 6M | -24.2% | +45.4% | -69.5% | -35.0% |
| YTD | -9.7% | +49.5% | -59.2% | -24.0% |
| 1Y | +40.9% | +41.4% | -0.5% | +21.4% |
| 3Y | +883.3% | +87.6% | +795.6% | +646.0% |
| 5Y | +224.2% | +53.8% | +170.4% | +161.1% |
| All | +140.3% | +263.7% | -123.4% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling