+11.8%
ECHO vs LTH
+46.0%
-34.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.3% |
| 7D | +8.6% | +1.5% | +7.0% | +8.2% |
| 30D | +3.8% | -3.1% | +6.8% | +4.2% |
| 3M | -19.9% | +28.1% | -48.0% | -24.7% |
| 6M | -12.1% | +67.4% | -79.5% | -20.4% |
| YTD | -14.1% | +59.8% | -73.8% | -21.9% |
| All | +11.8% | +46.0% | -34.3% | +1.2% |
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