+278.6%
ECHO vs LH
+502.1%
-223.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.7% | +1.1% | +4.6% | +5.2% |
| 30D | +13.8% | +16.7% | -2.9% | +6.4% |
| 3M | +9.1% | +15.1% | -6.0% | +2.4% |
| 6M | -24.9% | +46.3% | -71.3% | -36.7% |
| YTD | -8.0% | +48.8% | -56.8% | -23.5% |
| 1Y | +42.9% | +39.7% | +3.2% | +22.1% |
| 3Y | +926.7% | +87.0% | +839.7% | +662.3% |
| 5Y | +230.4% | +53.0% | +177.4% | +162.4% |
| 10Y | +145.9% | +264.3% | -118.5% | +22.1% |
| All | +278.6% | +502.1% | -223.5% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling