+262.5%
ECHO vs LTH
+142.9%
+119.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.5% | +5.6% |
| 7D | -2.4% | +4.5% | -6.9% | -3.8% |
| 30D | -3.1% | +16.3% | -19.5% | -7.7% |
| 3M | +8.7% | +8.4% | +0.3% | +5.5% |
| 6M | -24.8% | +40.3% | -65.0% | -32.9% |
| YTD | -13.0% | +77.3% | -90.2% | -28.4% |
| 1Y | +33.9% | +88.0% | -54.0% | +7.8% |
| 3Y | +791.8% | +274.3% | +517.5% | +481.9% |
| All | +262.5% | +142.9% | +119.6% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling