+232.7%
LITE vs ECHO
+34.5%
+198.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.3% | -4.6% | -6.6% |
| 7D | -31.4% | +4.6% | -36.0% | -32.6% |
| 30D | -42.6% | +0.4% | -43.0% | -42.7% |
| 3M | -26.2% | +7.7% | -33.9% | -27.9% |
| 6M | -35.8% | -18.0% | -17.7% | -35.7% |
| YTD | +70.0% | -9.3% | +79.3% | +64.9% |
| 1Y | +232.7% | +34.2% | +198.5% | +193.4% |
| All | +232.7% | +34.5% | +198.2% | +193.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling