+249.6%
ECHO vs LSCC
+50.4%
+199.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.2% | -4.6% |
| 7D | +3.6% | +14.5% | -10.8% | -0.1% |
| 30D | +7.5% | -0.1% | +7.5% | +6.9% |
| 3M | +16.2% | -2.7% | +18.8% | +15.8% |
| 6M | -20.9% | -4.8% | -16.1% | -21.3% |
| YTD | -6.0% | +66.9% | -72.8% | -20.0% |
| 1Y | +43.4% | +85.8% | -42.5% | +18.5% |
| 3Y | +924.0% | +115.6% | +808.5% | +672.7% |
| 5Y | +249.6% | +48.8% | +200.8% | +165.2% |
| All | +249.6% | +50.4% | +199.3% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling