+105.1%
LQD vs ECHO
+229.4%
-124.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.1% |
| 7D | +0.2% | +8.6% | -8.3% | +0.1% |
| 30D | -0.6% | +3.8% | -4.3% | -0.7% |
| 3M | -1.2% | -19.9% | +18.7% | -0.8% |
| 6M | -1.9% | -12.1% | +10.1% | -1.8% |
| YTD | -1.3% | -14.1% | +12.8% | -1.2% |
| 1Y | -1.0% | +15.9% | -16.9% | -1.5% |
| 3Y | +15.2% | +417.8% | -402.6% | +8.7% |
| 5Y | -4.4% | +259.3% | -263.7% | -9.3% |
| 10Y | +22.6% | +192.7% | -170.1% | +16.1% |
| All | +105.1% | +229.4% | -124.2% | +90.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling