+429.2%
ECHO vs LPLA
+1,311.2%
-882.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | -3.1% | +6.5% | +4.5% |
| 30D | +2.4% | -0.1% | +2.4% | +2.4% |
| 3M | -28.0% | +23.2% | -51.2% | -33.3% |
| 6M | -21.2% | +15.5% | -36.8% | -26.2% |
| YTD | -17.4% | +0.9% | -18.3% | -19.1% |
| 1Y | +33.6% | +0.2% | +33.4% | +30.7% |
| 3Y | +419.7% | +55.2% | +364.5% | +335.7% |
| 5Y | +241.7% | +145.4% | +96.3% | +137.3% |
| 10Y | +180.8% | +1,229.7% | -1,048.9% | +14.8% |
| All | +429.2% | +1,311.2% | -882.1% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling