+423.0%
ECHO vs LYB
-23.1%
+446.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | +3.7% | +0.3% | +3.5% | +3.7% |
| 30D | +0.7% | +2.5% | -1.8% | 0.0% |
| 3M | -27.3% | +1.4% | -28.7% | -27.8% |
| 6M | -17.0% | -3.5% | -13.5% | -18.3% |
| YTD | -14.3% | +52.0% | -66.3% | -30.1% |
| 1Y | +20.9% | +22.1% | -1.2% | +7.1% |
| 3Y | +423.0% | -22.8% | +445.7% | +442.9% |
| All | +423.0% | -23.1% | +446.1% | +442.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling