+240.0%
ECHO vs LVS
-31.5%
+271.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | +2.4% | -3.2% | +5.6% | +2.9% |
| 3M | -28.0% | -12.0% | -16.0% | -26.5% |
| 6M | -21.2% | -19.9% | -1.4% | -18.4% |
| YTD | -17.4% | -30.6% | +13.3% | -12.3% |
| 1Y | +33.6% | -17.7% | +51.3% | +37.3% |
| 3Y | +419.7% | -14.2% | +433.9% | +425.4% |
| 5Y | +241.7% | +9.6% | +232.1% | +223.4% |
| 10Y | +180.8% | +5.7% | +175.1% | +164.2% |
| All | +240.0% | -31.5% | +271.5% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling