+1,380.3%
LITE vs ECHO
+651.7%
+728.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.3% | -4.6% | -7.3% |
| 7D | -31.4% | +4.6% | -36.0% | -31.9% |
| 30D | -42.6% | +0.4% | -43.0% | -42.6% |
| 3M | -26.2% | +7.7% | -33.9% | -26.9% |
| 6M | -35.8% | -18.0% | -17.7% | -34.4% |
| YTD | +70.0% | -9.3% | +79.3% | +70.7% |
| 1Y | +232.7% | +34.2% | +198.5% | +216.8% |
| All | +1,380.3% | +651.7% | +728.6% | +788.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling