+192.5%
ECHO vs LYV
+564.6%
-372.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -1.9% | +5.7% | +4.4% |
| 30D | +0.7% | -8.2% | +8.9% | +3.6% |
| 3M | -27.3% | -1.3% | -26.0% | -27.2% |
| 6M | -17.0% | +2.6% | -19.6% | -18.2% |
| YTD | -14.3% | +19.4% | -33.7% | -19.9% |
| 1Y | +20.9% | -2.2% | +23.1% | +20.3% |
| 3Y | +423.0% | +106.0% | +316.9% | +310.3% |
| 5Y | +265.7% | +97.7% | +168.0% | +174.8% |
| All | +192.5% | +564.6% | -372.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling