+234.6%
ECHO vs LII
+17.0%
+217.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +5.7% | +2.9% | +2.7% | +4.8% |
| 30D | +13.8% | +0.9% | +12.9% | +12.8% |
| 3M | +9.1% | -15.5% | +24.6% | +14.3% |
| 6M | -24.9% | -30.2% | +5.3% | -17.6% |
| YTD | -8.0% | -26.8% | +18.8% | -1.4% |
| 1Y | +42.9% | -25.3% | +68.2% | +51.9% |
| 3Y | +926.7% | -7.8% | +934.4% | +874.1% |
| All | +234.6% | +17.0% | +217.6% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling