+676.8%
LIN vs ECHO
+216.6%
+460.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | +3.4% | -5.5% | -2.6% |
| 30D | -2.4% | +2.4% | -4.8% | -2.8% |
| 3M | -5.6% | -28.0% | +22.4% | -1.5% |
| 6M | -3.4% | -21.2% | +17.9% | -1.3% |
| YTD | +13.1% | -17.4% | +30.5% | +14.1% |
| 1Y | +2.5% | +33.6% | -31.1% | -4.9% |
| 3Y | +27.6% | +419.7% | -392.1% | -23.0% |
| 5Y | +63.0% | +241.7% | -178.7% | +7.3% |
| 10Y | +359.3% | +180.8% | +178.5% | +202.1% |
| All | +676.8% | +216.6% | +460.2% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling