-20.9%
ECHO vs LSCC
-3.5%
-17.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.2% | -5.5% |
| 7D | +3.6% | +14.5% | -10.8% | -1.6% |
| 30D | +7.5% | -0.1% | +7.5% | +6.3% |
| 3M | +16.2% | -2.7% | +18.8% | +15.5% |
| 6M | -20.9% | -4.8% | -16.1% | -22.0% |
| All | -20.9% | -3.5% | -17.4% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling