+188.4%
ECHO vs LH
+179.1%
+9.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +2.3% |
| 7D | +2.3% | -7.4% | +9.7% | +5.3% |
| 30D | +4.4% | -4.6% | +9.0% | +6.2% |
| 3M | -20.3% | +14.5% | -34.8% | -24.7% |
| 6M | -15.3% | +14.8% | -30.1% | -20.4% |
| YTD | -15.5% | +23.3% | -38.8% | -23.0% |
| 1Y | +15.0% | +13.6% | +1.4% | +7.8% |
| 3Y | +409.1% | +56.3% | +352.8% | +317.3% |
| 5Y | +260.6% | +25.2% | +235.4% | +215.7% |
| All | +188.4% | +179.1% | +9.3% | +77.1% |
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