+2,006.3%
LLY vs ECHO
+168.8%
+1,837.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.9% | -2.7% | +4.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +19.7% | +6.7% | +13.0% | +19.4% |
| 3M | +19.3% | +12.4% | +6.9% | +18.6% |
| 6M | +49.3% | -20.4% | +69.8% | +50.3% |
| YTD | +32.0% | -6.9% | +38.9% | +31.9% |
| 1Y | +53.7% | +37.7% | +16.0% | +51.4% |
| 3Y | +143.7% | +902.9% | -759.1% | +114.0% |
| 5Y | +463.9% | +275.3% | +188.6% | +430.9% |
| 10Y | +2,006.3% | +159.0% | +1,847.3% | +2,006.1% |
| All | +2,006.3% | +168.8% | +1,837.6% | +2,006.1% |
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 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