+240.0%
ECHO vs LII
+1,104.5%
-864.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.4% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | +2.4% | -12.6% | +15.0% | +7.6% |
| 3M | -28.0% | -24.4% | -3.5% | -21.1% |
| 6M | -21.2% | -28.7% | +7.5% | -12.3% |
| YTD | -17.4% | -19.1% | +1.8% | -12.8% |
| 1Y | +33.6% | -29.7% | +63.3% | +48.2% |
| 3Y | +419.7% | +4.8% | +414.9% | +378.3% |
| 5Y | +241.7% | +24.6% | +217.1% | +185.4% |
| 10Y | +180.8% | +169.2% | +11.5% | +67.1% |
| All | +240.0% | +1,104.5% | -864.4% | -0.5% |
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