+53.1%
LLY vs ECHO
+14.6%
+38.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.5% |
| 7D | -3.1% | +8.6% | -11.7% | -3.7% |
| 30D | -5.1% | +3.8% | -8.8% | -5.4% |
| 3M | -2.1% | -19.9% | +17.8% | -0.2% |
| 6M | +13.8% | -12.1% | +25.9% | +15.2% |
| YTD | +5.1% | -14.1% | +19.1% | +6.7% |
| 1Y | +53.1% | +15.9% | +37.3% | +59.2% |
| All | +53.1% | +14.6% | +38.5% | +59.2% |
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