+247.8%
ECHO vs LYV
+1,077.0%
-829.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | -4.2% | +6.5% | +3.5% |
| 30D | +4.4% | -7.2% | +11.6% | +6.6% |
| 3M | -20.3% | +1.5% | -21.8% | -20.8% |
| 6M | -15.3% | +2.7% | -18.1% | -16.4% |
| YTD | -15.5% | +19.4% | -34.9% | -20.1% |
| 1Y | +15.0% | -0.5% | +15.5% | +13.9% |
| 3Y | +409.1% | +110.1% | +299.0% | +311.5% |
| 5Y | +260.6% | +97.6% | +163.0% | +184.2% |
| 10Y | +193.0% | +560.2% | -367.3% | +57.3% |
| All | +247.8% | +1,077.0% | -829.2% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling