+153.6%
ECHO vs LII
+162.0%
-8.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +5.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -3.1% | -4.6% | +1.4% | -2.2% |
| 3M | +8.7% | -21.2% | +29.9% | +17.8% |
| 6M | -24.8% | -36.4% | +11.7% | -12.9% |
| YTD | -13.0% | -28.9% | +16.0% | -4.6% |
| 1Y | +33.9% | -29.5% | +63.5% | +47.2% |
| 3Y | +791.8% | -8.6% | +800.4% | +743.9% |
| 5Y | +261.7% | +20.2% | +241.5% | +195.9% |
| All | +153.6% | +162.0% | -8.4% | +59.8% |
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