+4,255.7%
LLY vs ECHO
+233.6%
+4,022.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.2% |
| 7D | -4.5% | -2.4% | -2.1% | -4.3% |
| 30D | +13.9% | -3.1% | +17.0% | +14.0% |
| 3M | +13.8% | +8.7% | +5.0% | +12.7% |
| 6M | +37.6% | -24.8% | +62.4% | +40.2% |
| YTD | +26.6% | -13.0% | +39.6% | +26.8% |
| 1Y | +45.3% | +33.9% | +11.4% | +40.1% |
| 3Y | +132.2% | +791.8% | -659.6% | +69.1% |
| 5Y | +434.7% | +261.7% | +173.0% | +332.7% |
| 10Y | +2,084.3% | +157.3% | +1,927.0% | +1,704.7% |
| All | +4,255.7% | +233.6% | +4,022.1% | +2,748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling