+260.6%
ECHO vs LVS
+3.5%
+257.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +2.3% | -4.3% | +6.6% | +3.6% |
| 30D | +4.4% | -6.8% | +11.2% | +6.5% |
| 3M | -20.3% | -15.6% | -4.7% | -16.5% |
| 6M | -15.3% | -20.6% | +5.3% | -9.9% |
| YTD | -15.5% | -33.4% | +17.9% | -5.3% |
| 1Y | +15.0% | -20.1% | +35.1% | +21.5% |
| 3Y | +409.1% | -7.4% | +416.6% | +399.8% |
| 5Y | +260.6% | +8.5% | +252.1% | +228.5% |
| All | +260.6% | +3.5% | +257.1% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling