+259.4%
ECHO vs LTH
+156.3%
+103.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | +8.6% | +1.5% | +7.0% | +8.0% |
| 30D | +3.8% | -3.1% | +6.8% | +4.5% |
| 3M | -19.9% | +28.1% | -48.0% | -26.2% |
| 6M | -12.1% | +67.4% | -79.5% | -25.7% |
| YTD | -14.1% | +59.8% | -73.8% | -26.6% |
| 1Y | +15.9% | +45.6% | -29.7% | +1.3% |
| 3Y | +417.8% | +162.0% | +255.9% | +272.1% |
| All | +259.4% | +156.3% | +103.1% | +145.8% |
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