-16.9%
ECHO vs LYB
-4.1%
-12.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.3% |
| 7D | +5.3% | -3.1% | +8.4% | +4.8% |
| 30D | +2.4% | +4.0% | -1.6% | +3.1% |
| 3M | -21.8% | +2.4% | -24.2% | -21.3% |
| 6M | -16.9% | -1.4% | -15.5% | -14.8% |
| All | -16.9% | -4.1% | -12.8% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling