+22.2%
LQD vs ECHO
+197.5%
-175.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.1% | +3.7% | -4.8% | -1.2% |
| 30D | -1.3% | +0.7% | -2.0% | -1.3% |
| 3M | -3.2% | -27.3% | +24.1% | -2.8% |
| 6M | -2.1% | -17.0% | +14.8% | -2.0% |
| YTD | -2.4% | -14.3% | +12.0% | -2.3% |
| 1Y | -2.7% | +20.9% | -23.6% | -3.1% |
| 3Y | +14.2% | +423.0% | -408.8% | +8.7% |
| 5Y | -5.8% | +265.7% | -271.5% | -10.0% |
| All | +22.2% | +197.5% | -175.4% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling