+417.5%
LIN vs ECHO
+155.0%
+262.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.5% |
| 7D | +0.2% | -2.4% | +2.6% | +0.4% |
| 30D | +6.5% | -3.1% | +9.6% | +6.6% |
| 3M | +5.5% | +8.7% | -3.2% | +4.5% |
| 6M | +3.3% | -24.8% | +28.1% | +5.2% |
| YTD | +22.0% | -13.0% | +35.0% | +21.9% |
| 1Y | +25.7% | +33.9% | -8.2% | +20.5% |
| 3Y | +36.2% | +791.8% | -755.6% | -8.9% |
| 5Y | +66.1% | +261.7% | -195.6% | +31.7% |
| All | +417.5% | +155.0% | +262.4% | +354.7% |
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