+42.9%
ECHO vs LTH
+79.8%
-36.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.2% | +1.7% |
| 7D | +5.7% | -1.3% | +7.0% | +5.9% |
| 30D | +13.8% | +15.7% | -1.8% | +11.5% |
| 3M | +9.1% | +5.0% | +4.1% | +8.5% |
| 6M | -24.9% | +37.7% | -62.6% | -30.3% |
| YTD | -8.0% | +75.0% | -83.0% | -16.6% |
| 1Y | +42.9% | +82.6% | -39.7% | +30.9% |
| All | +42.9% | +79.8% | -36.9% | +30.9% |
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