+251.0%
ECHO vs LPLA
+145.5%
+105.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | -21.8% | +21.4% | -43.2% | -27.5% |
| 6M | -16.9% | +12.1% | -29.0% | -21.4% |
| YTD | -16.0% | -1.8% | -14.1% | -16.6% |
| 1Y | +9.3% | +3.2% | +6.1% | +6.0% |
| 3Y | +406.2% | +45.9% | +360.3% | +343.9% |
| 5Y | +251.0% | +144.7% | +106.3% | +148.1% |
| All | +251.0% | +145.5% | +105.4% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling