+64.4%
LIN vs ECHO
+286.2%
-221.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -6.0% | +0.7% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +7.6% | +6.7% | +0.9% | +7.2% |
| 3M | +6.5% | +12.4% | -5.8% | +5.9% |
| 6M | +6.2% | -20.4% | +26.6% | +6.8% |
| YTD | +23.2% | -6.9% | +30.1% | +22.9% |
| 1Y | +25.4% | +37.7% | -12.3% | +22.8% |
| 3Y | +38.3% | +902.9% | -864.6% | +12.7% |
| 5Y | +64.4% | +275.3% | -210.9% | +53.0% |
| All | +64.4% | +286.2% | -221.8% | +53.0% |
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