+63.3%
LIN vs ECHO
+260.3%
-197.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.7% |
| 7D | +0.2% | -2.4% | +2.6% | +0.3% |
| 30D | +6.5% | -3.1% | +9.6% | +6.5% |
| 3M | +5.5% | +8.7% | -3.2% | +5.0% |
| 6M | +3.3% | -24.8% | +28.1% | +4.2% |
| YTD | +22.0% | -13.0% | +35.0% | +22.0% |
| 1Y | +25.7% | +33.9% | -8.2% | +23.3% |
| 3Y | +36.2% | +791.8% | -755.6% | +12.1% |
| All | +63.3% | +260.3% | -197.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling