+969.4%
ECHO vs LSCC
+97.7%
+871.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.3% | +3.6% |
| 7D | +2.2% | +5.0% | -2.9% | +0.8% |
| 30D | +9.8% | -11.7% | +21.6% | +13.4% |
| 3M | +16.8% | -13.3% | +30.1% | +20.7% |
| 6M | -18.1% | -12.5% | -5.5% | -16.4% |
| YTD | -4.2% | +51.2% | -55.4% | -17.6% |
| 1Y | +41.2% | +65.9% | -24.7% | +18.0% |
| All | +969.4% | +97.7% | +871.7% | +655.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling