+791.8%
ECHO vs LBRT
-38.0%
+829.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.0% | +5.0% | -2.9% |
| 7D | -2.4% | -29.1% | +26.8% | +1.7% |
| 30D | -3.1% | -38.4% | +35.2% | +2.5% |
| 3M | +8.7% | -40.1% | +48.8% | +15.3% |
| 6M | -24.8% | -62.9% | +38.1% | -16.6% |
| YTD | -13.0% | -34.5% | +21.6% | -11.5% |
| 1Y | +33.9% | -30.2% | +64.1% | +34.4% |
| 3Y | +791.8% | -37.5% | +829.3% | +909.1% |
| All | +791.8% | -38.0% | +829.8% | +909.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling