+1,587.5%
LITE vs ECHO
+163.9%
+1,423.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.4% |
| 7D | -13.9% | +2.2% | -16.1% | -14.0% |
| 30D | -46.9% | +9.8% | -56.8% | -47.7% |
| 3M | -28.0% | +16.8% | -44.9% | -29.8% |
| 6M | -35.2% | -18.1% | -17.1% | -32.9% |
| YTD | +58.9% | -4.2% | +63.0% | +58.7% |
| 1Y | +125.3% | +41.2% | +84.1% | +108.8% |
| 3Y | +1,344.4% | +943.7% | +400.7% | +634.0% |
| 5Y | +541.2% | +277.5% | +263.6% | +316.6% |
| 10Y | +1,587.5% | +159.8% | +1,427.8% | +1,137.2% |
| All | +1,587.5% | +163.9% | +1,423.6% | +1,137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling