+140.8%
LLY vs ECHO
+900.0%
-759.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +6.7% | +5.7% | +1.1% | +6.6% |
| 30D | +19.6% | +13.8% | +5.7% | +19.3% |
| 3M | +19.7% | +9.1% | +10.6% | +19.5% |
| 6M | +42.7% | -24.9% | +67.7% | +43.4% |
| YTD | +35.1% | -8.0% | +43.1% | +35.3% |
| 1Y | +42.2% | +42.9% | -0.7% | +41.6% |
| 3Y | +140.8% | +926.7% | -785.9% | +138.0% |
| All | +140.8% | +900.0% | -759.2% | +138.0% |
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 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