+498.6%
ECHO vs LYB
+624.6%
-126.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.7% |
| 7D | +3.7% | +0.3% | +3.5% | +3.6% |
| 30D | +0.7% | +2.5% | -1.8% | -0.4% |
| 3M | -27.3% | +1.4% | -28.7% | -28.3% |
| 6M | -17.0% | -3.5% | -13.5% | -18.4% |
| YTD | -14.3% | +52.0% | -66.3% | -30.0% |
| 1Y | +20.9% | +22.1% | -1.2% | +6.9% |
| 3Y | +423.0% | -22.8% | +445.7% | +440.9% |
| 5Y | +265.7% | -3.4% | +269.0% | +242.2% |
| 10Y | +197.1% | +47.4% | +149.7% | +121.7% |
| All | +498.6% | +624.6% | -126.0% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling