+1,568.0%
LITE vs ECHO
+139.8%
+1,428.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.8% |
| 7D | +22.6% | +9.1% | +13.4% | +20.4% |
| 30D | -36.8% | +7.2% | -44.0% | -37.3% |
| 3M | -33.0% | +6.1% | -39.1% | -33.4% |
| 6M | -37.1% | -24.2% | -12.9% | -33.8% |
| YTD | +69.5% | -9.7% | +79.2% | +71.4% |
| 1Y | +146.1% | +40.9% | +105.2% | +128.5% |
| 3Y | +1,440.8% | +883.3% | +557.6% | +693.9% |
| 5Y | +580.4% | +224.2% | +356.3% | +362.3% |
| All | +1,568.0% | +139.8% | +1,428.2% | +1,149.8% |
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 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