+258.3%
ECHO vs LSCC
+3,151.4%
-2,893.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -2.4% | +13.0% | -15.4% | -5.1% |
| 30D | -3.1% | -19.8% | +16.7% | +1.6% |
| 3M | +8.7% | -18.4% | +27.1% | +13.1% |
| 6M | -24.8% | -16.1% | -8.6% | -22.8% |
| YTD | -13.0% | +42.7% | -55.7% | -21.7% |
| 1Y | +33.9% | +68.0% | -34.1% | +16.0% |
| 3Y | +791.8% | +85.8% | +706.0% | +622.0% |
| 5Y | +261.7% | +28.0% | +233.7% | +201.3% |
| 10Y | +157.3% | +1,255.1% | -1,097.8% | +17.8% |
| All | +258.3% | +3,151.4% | -2,893.1% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling