+69.1%
LIN vs ECHO
+278.0%
-208.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.8% | +2.7% |
| 7D | +3.3% | +4.6% | -1.3% | +3.1% |
| 30D | +8.8% | +0.4% | +8.4% | +8.7% |
| 3M | +8.6% | +7.7% | +1.0% | +8.2% |
| 6M | +7.0% | -18.0% | +25.1% | +7.5% |
| YTD | +24.3% | -9.3% | +33.6% | +24.0% |
| 1Y | +27.3% | +34.2% | -7.0% | +24.8% |
| 3Y | +38.9% | +538.7% | -499.8% | +19.2% |
| All | +69.1% | +278.0% | -208.9% | +56.8% |
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