+33.6%
ECHO vs LBRT
+100.7%
-67.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +3.4% | +8.3% | -4.8% | +3.5% |
| 30D | +2.4% | +6.1% | -3.8% | +2.6% |
| 3M | -28.0% | -34.8% | +6.8% | -30.0% |
| 6M | -21.2% | -24.8% | +3.6% | -22.2% |
| YTD | -17.4% | +12.2% | -29.6% | -15.6% |
| 1Y | +33.6% | +94.0% | -60.4% | +57.2% |
| All | +33.6% | +100.7% | -67.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling