+159.0%
ECHO vs LSCC
+1,398.6%
-1,239.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.4% | -1.5% | +5.0% |
| 7D | +3.0% | +19.3% | -16.3% | -1.1% |
| 30D | +6.7% | -9.6% | +16.3% | +9.0% |
| 3M | +12.4% | -12.4% | +24.8% | +15.2% |
| 6M | -20.4% | -10.5% | -10.0% | -19.5% |
| YTD | -6.9% | +54.8% | -61.7% | -17.7% |
| 1Y | +37.7% | +79.4% | -41.7% | +17.7% |
| 3Y | +902.9% | +109.6% | +793.3% | +692.3% |
| 5Y | +275.3% | +40.4% | +235.0% | +205.7% |
| 10Y | +159.0% | +1,379.1% | -1,220.1% | +34.0% |
| All | +159.0% | +1,398.6% | -1,239.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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