+34.2%
ECHO vs LTH
+84.0%
-49.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -4.0% |
| 7D | +4.6% | +9.9% | -5.3% | +3.3% |
| 30D | +0.4% | +18.3% | -17.9% | -1.9% |
| 3M | +7.7% | +5.9% | +1.7% | +7.1% |
| 6M | -18.0% | +80.3% | -98.4% | -27.0% |
| YTD | -9.3% | +78.3% | -87.6% | -18.4% |
| 1Y | +34.2% | +81.0% | -46.8% | +20.1% |
| All | +34.2% | +84.0% | -49.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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