+186.7%
ECHO vs LPLA
+1,235.7%
-1,049.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +5.3% | -1.5% | +6.9% | +5.9% |
| 30D | +2.4% | -6.0% | +8.4% | +4.7% |
| 3M | -21.8% | +21.4% | -43.2% | -27.9% |
| 6M | -16.9% | +12.1% | -29.0% | -21.9% |
| YTD | -16.0% | -1.8% | -14.1% | -17.1% |
| 1Y | +9.3% | +3.2% | +6.1% | +5.3% |
| 3Y | +406.2% | +45.9% | +360.3% | +324.5% |
| 5Y | +251.0% | +144.7% | +106.3% | +129.6% |
| All | +186.7% | +1,235.7% | -1,049.0% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling