+34.2%
ECHO vs LYB
+47.4%
-13.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.5% | -3.4% |
| 7D | +4.6% | -6.2% | +10.8% | +4.4% |
| 30D | +0.4% | +6.3% | -5.9% | +0.5% |
| 3M | +7.7% | +4.1% | +3.6% | +7.6% |
| 6M | -18.0% | -15.5% | -2.6% | -17.5% |
| YTD | -9.3% | +50.2% | -59.5% | -23.6% |
| 1Y | +34.2% | +50.6% | -16.4% | +11.9% |
| All | +34.2% | +47.4% | -13.2% | +11.9% |
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