+42.0%
LLY vs ECHO
+45.5%
-3.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +6.6% | +5.7% | +0.9% | +6.3% |
| 30D | +19.4% | +13.8% | +5.6% | +18.7% |
| 3M | +19.6% | +9.1% | +10.5% | +19.0% |
| 6M | +42.6% | -24.9% | +67.5% | +45.7% |
| YTD | +35.0% | -8.0% | +43.0% | +37.1% |
| 1Y | +42.0% | +42.9% | -0.9% | +45.9% |
| All | +42.0% | +45.5% | -3.5% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling