+240.0%
ECHO vs LH
+431.3%
-191.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +3.4% | -2.5% | +5.9% | +4.5% |
| 30D | +2.4% | +4.3% | -2.0% | +0.5% |
| 3M | -28.0% | +25.5% | -53.5% | -35.0% |
| 6M | -21.2% | +17.0% | -38.2% | -26.9% |
| YTD | -17.4% | +31.3% | -48.7% | -27.3% |
| 1Y | +33.6% | +20.0% | +13.6% | +21.7% |
| 3Y | +419.7% | +63.9% | +355.8% | +309.6% |
| 5Y | +241.7% | +30.9% | +210.9% | +190.7% |
| 10Y | +180.8% | +191.4% | -10.6% | +53.8% |
| All | +240.0% | +431.3% | -191.2% | +12.0% |
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