+901.5%
LITE vs ECHO
+242.1%
+659.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +3.4% | -4.9% | -2.1% |
| 30D | +6.7% | +2.4% | +4.3% | +6.4% |
| 3M | -6.8% | -28.0% | +21.2% | -1.9% |
| 6M | +29.4% | -21.2% | +50.7% | +33.6% |
| YTD | +139.1% | -17.4% | +156.5% | +143.8% |
| 1Y | +521.0% | +33.6% | +487.4% | +485.0% |
| 3Y | +1,535.3% | +419.7% | +1,115.6% | +992.7% |
| All | +901.5% | +242.1% | +659.4% | +611.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling