+33.6%
ECHO vs LYB
+25.6%
+8.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +2.4% | +8.7% | -6.4% | +1.9% |
| 3M | -28.0% | -3.0% | -24.9% | -27.7% |
| 6M | -21.2% | +4.7% | -26.0% | -23.5% |
| YTD | -17.4% | +51.6% | -69.0% | -29.4% |
| 1Y | +33.6% | +24.4% | +9.2% | +13.9% |
| All | +33.6% | +25.6% | +8.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling