+427.9%
LIN vs ECHO
+139.8%
+288.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.4% |
| 7D | +0.2% | +9.1% | -8.9% | -0.5% |
| 30D | +6.2% | +7.2% | -1.0% | +5.4% |
| 3M | +9.3% | +6.1% | +3.3% | +8.5% |
| 6M | +4.4% | -24.2% | +28.5% | +6.1% |
| YTD | +23.7% | -9.7% | +33.5% | +23.2% |
| 1Y | +23.5% | +40.9% | -17.5% | +17.7% |
| 3Y | +35.8% | +883.3% | -847.5% | -10.7% |
| 5Y | +65.9% | +224.2% | -158.3% | +36.8% |
| All | +427.9% | +139.8% | +288.1% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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