+91.5%
ECHO vs LBRT
-22.5%
+114.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.4% | -0.1% | +4.3% |
| 7D | -2.4% | -29.1% | +26.8% | +3.2% |
| 30D | -3.1% | -38.4% | +35.2% | +4.8% |
| 3M | +8.7% | -40.1% | +48.8% | +17.9% |
| 6M | -24.8% | -62.9% | +38.1% | -12.5% |
| YTD | -13.0% | -34.5% | +21.6% | -9.7% |
| 1Y | +33.9% | -30.2% | +64.1% | +37.0% |
| 3Y | +791.8% | -37.5% | +829.3% | +792.3% |
| 5Y | +261.7% | +7.6% | +254.1% | +214.4% |
| All | +91.5% | -22.5% | +114.0% | +41.9% |
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