+294.4%
ECHO vs LII
+977.2%
-682.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +9.8% | -2.4% | +12.2% | +10.1% |
| 3M | +16.8% | -17.5% | +34.3% | +24.5% |
| 6M | -18.1% | -32.8% | +14.8% | -7.1% |
| YTD | -4.2% | -27.7% | +23.5% | +4.7% |
| 1Y | +41.2% | -28.1% | +69.3% | +54.4% |
| 3Y | +943.7% | -9.7% | +953.4% | +910.6% |
| 5Y | +277.5% | +19.5% | +258.0% | +217.5% |
| 10Y | +159.8% | +170.6% | -10.8% | +53.0% |
| All | +294.4% | +977.2% | -682.8% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling