+37.2%
ECHO vs LSCC
+73.4%
-36.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.4% | -1.5% | +4.3% |
| 7D | +3.0% | +19.3% | -16.3% | -2.2% |
| 30D | +6.7% | -9.6% | +16.3% | +9.2% |
| 3M | +12.4% | -12.4% | +24.8% | +15.6% |
| 6M | -20.4% | -10.5% | -10.0% | -19.0% |
| YTD | -6.9% | +54.8% | -61.7% | -19.8% |
| All | +37.2% | +73.4% | -36.2% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling