+412.3%
ECHO vs LTH
+157.9%
+254.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | -0.6% | +4.1% | +3.6% |
| 30D | +2.4% | -4.6% | +7.0% | +4.0% |
| 3M | -28.0% | +32.8% | -60.8% | -36.1% |
| 6M | -21.2% | +64.6% | -85.9% | -36.4% |
| YTD | -17.4% | +62.6% | -80.0% | -33.4% |
| 1Y | +33.6% | +49.9% | -16.4% | +11.0% |
| All | +412.3% | +157.9% | +254.3% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling