+192.7%
ECHO vs LII
+167.7%
+25.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.6% |
| 7D | +8.6% | +2.1% | +6.5% | +7.7% |
| 30D | +3.8% | -12.4% | +16.2% | +8.9% |
| 3M | -19.9% | -24.8% | +4.9% | -12.2% |
| 6M | -12.1% | -25.2% | +13.1% | -4.0% |
| YTD | -14.1% | -20.3% | +6.2% | -9.0% |
| 1Y | +15.9% | -32.9% | +48.8% | +31.0% |
| 3Y | +417.8% | +2.0% | +415.8% | +373.6% |
| 5Y | +259.3% | +24.4% | +234.9% | +194.1% |
| 10Y | +192.7% | +167.2% | +25.5% | +78.9% |
| All | +192.7% | +167.7% | +25.0% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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