+188.4%
ECHO vs LVS
-0.5%
+188.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.2% |
| 7D | +2.3% | -4.3% | +6.6% | +3.8% |
| 30D | +4.4% | -6.8% | +11.2% | +6.8% |
| 3M | -20.3% | -15.6% | -4.7% | -15.9% |
| 6M | -15.3% | -20.6% | +5.3% | -9.1% |
| YTD | -15.5% | -33.4% | +17.9% | -3.6% |
| 1Y | +15.0% | -20.1% | +35.1% | +22.3% |
| 3Y | +409.1% | -7.4% | +416.6% | +401.3% |
| 5Y | +260.6% | +8.5% | +252.1% | +214.0% |
| All | +188.4% | -0.5% | +188.9% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling