+234.6%
ECHO vs LVS
+8.6%
+225.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.1% |
| 7D | +5.7% | -0.8% | +6.5% | +5.9% |
| 30D | +13.8% | +10.0% | +3.8% | +10.4% |
| 3M | +9.1% | -11.0% | +20.1% | +12.5% |
| 6M | -24.9% | -20.1% | -4.8% | -20.2% |
| YTD | -8.0% | -36.3% | +28.3% | +4.5% |
| 1Y | +42.9% | -36.8% | +79.7% | +62.6% |
| 3Y | +926.7% | -9.5% | +936.2% | +914.0% |
| All | +234.6% | +8.6% | +225.9% | +213.4% |
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