+110.2%
LLY vs ECHO
+423.0%
-312.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +3.4% | -5.6% | -2.2% |
| 30D | -1.6% | +2.4% | -4.0% | -1.7% |
| 3M | +2.3% | -28.0% | +30.2% | +2.7% |
| 6M | +14.9% | -21.2% | +36.1% | +15.2% |
| YTD | +7.5% | -17.4% | +24.9% | +7.8% |
| 1Y | +55.7% | +33.6% | +22.1% | +55.7% |
| All | +110.2% | +423.0% | -312.8% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling