+552.8%
LITE vs ECHO
+277.6%
+275.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.9% | +3.7% | +9.4% |
| 7D | -12.9% | +3.0% | -15.9% | -13.0% |
| 30D | -46.0% | +6.7% | -52.7% | -46.3% |
| 3M | -33.0% | +12.4% | -45.4% | -34.0% |
| 6M | -34.0% | -20.4% | -13.6% | -31.8% |
| YTD | +61.7% | -6.9% | +68.6% | +62.3% |
| 1Y | +148.3% | +37.7% | +110.6% | +134.6% |
| 3Y | +1,408.5% | +902.9% | +505.6% | +800.2% |
| All | +552.8% | +277.6% | +275.2% | +365.7% |
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