+490.8%
LITE vs ECHO
+260.3%
+230.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -4.1% | -10.0% | -13.3% |
| 7D | -35.9% | -2.4% | -33.5% | -35.6% |
| 30D | -51.5% | -3.1% | -48.4% | -51.1% |
| 3M | -35.7% | +8.7% | -44.5% | -36.3% |
| 6M | -43.0% | -24.8% | -18.2% | -40.6% |
| YTD | +46.1% | -13.0% | +59.1% | +48.1% |
| 1Y | +124.7% | +33.9% | +90.8% | +113.1% |
| 3Y | +1,172.1% | +791.8% | +380.3% | +675.7% |
| All | +490.8% | +260.3% | +230.5% | +321.0% |
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