+188.4%
ECHO vs LPLA
+1,226.8%
-1,038.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +2.3% | -3.7% | +6.0% | +3.7% |
| 30D | +4.4% | -6.4% | +10.8% | +6.9% |
| 3M | -20.3% | +20.2% | -40.5% | -26.2% |
| 6M | -15.3% | +12.8% | -28.2% | -20.6% |
| YTD | -15.5% | -2.5% | -13.0% | -16.4% |
| 1Y | +15.0% | +1.9% | +13.0% | +11.3% |
| 3Y | +409.1% | +45.0% | +364.2% | +328.0% |
| 5Y | +260.6% | +146.6% | +114.0% | +135.1% |
| All | +188.4% | +1,226.8% | -1,038.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LPLA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling