+105.1%
LQD vs ECHO
+216.6%
-111.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | +3.4% | -3.8% | -0.5% |
| 30D | -0.8% | +2.4% | -3.1% | -0.8% |
| 3M | -1.9% | -28.0% | +26.0% | -1.4% |
| 6M | -2.7% | -21.2% | +18.6% | -2.3% |
| YTD | -1.3% | -17.4% | +16.1% | -1.1% |
| 1Y | 0.0% | +33.6% | -33.6% | -0.9% |
| 3Y | +14.9% | +419.7% | -404.8% | +8.4% |
| 5Y | -4.6% | +241.7% | -246.3% | -9.4% |
| 10Y | +22.0% | +180.8% | -158.8% | +15.6% |
| All | +105.1% | +216.6% | -111.5% | +91.1% |
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