+412.7%
ECHO vs LVS
-6.8%
+419.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | +5.3% | -2.7% | +8.1% | +6.5% |
| 30D | +2.4% | -4.7% | +7.1% | +4.2% |
| 3M | -21.8% | -15.6% | -6.2% | -16.6% |
| 6M | -16.9% | -18.6% | +1.7% | -10.4% |
| YTD | -16.0% | -32.3% | +16.3% | -2.2% |
| 1Y | +9.3% | -18.0% | +27.3% | +16.4% |
| All | +412.7% | -6.8% | +419.5% | +361.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling