+41.2%
ECHO vs LBRT
-27.7%
+69.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.3% |
| 7D | +2.2% | -15.7% | +17.8% | +3.4% |
| 30D | +9.8% | -34.3% | +44.1% | +12.3% |
| 3M | +16.8% | -40.6% | +57.5% | +19.5% |
| 6M | -18.1% | -62.0% | +43.9% | -18.7% |
| YTD | -4.2% | -31.6% | +27.4% | -1.5% |
| 1Y | +41.2% | -25.8% | +67.0% | +43.7% |
| All | +41.2% | -27.7% | +69.0% | +43.7% |
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