+81.8%
ECHO vs LBRT
+33.5%
+48.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +3.4% | +8.7% | -5.3% | +2.0% |
| 30D | +2.4% | +6.6% | -4.2% | +1.1% |
| 3M | -28.0% | -34.5% | +6.5% | -23.5% |
| 6M | -21.2% | -24.5% | +3.2% | -19.0% |
| YTD | -17.4% | +12.7% | -30.1% | -21.5% |
| 1Y | +33.6% | +94.8% | -61.3% | +13.1% |
| 3Y | +419.7% | +31.9% | +387.8% | +358.5% |
| 5Y | +241.7% | +111.8% | +129.9% | +163.5% |
| All | +81.8% | +33.5% | +48.3% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling