+181.9%
ECHO vs LSCC
+1,763.3%
-1,581.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +2.4% | -9.7% | +12.0% | +4.6% |
| 3M | -28.0% | -23.7% | -4.2% | -24.0% |
| 6M | -21.2% | +26.5% | -47.7% | -26.1% |
| YTD | -17.4% | +57.5% | -74.9% | -26.7% |
| 1Y | +33.6% | +75.7% | -42.1% | +15.3% |
| 3Y | +419.7% | +19.5% | +400.2% | +359.8% |
| 5Y | +241.7% | +83.8% | +157.9% | +167.0% |
| All | +181.9% | +1,763.3% | -1,581.4% | +48.2% |
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