+42.9%
ECHO vs LSCC
+72.6%
-29.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +3.5% |
| 7D | +5.7% | +7.0% | -1.3% | +3.2% |
| 30D | +13.8% | -2.3% | +16.1% | +13.6% |
| 3M | +9.1% | -12.5% | +21.6% | +11.9% |
| 6M | -24.9% | -10.6% | -14.4% | -23.6% |
| YTD | -8.0% | +52.7% | -60.7% | -19.6% |
| 1Y | +42.9% | +74.0% | -31.1% | +21.1% |
| All | +42.9% | +72.6% | -29.7% | +21.1% |
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