+949.3%
ECHO vs LBRT
-28.0%
+977.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.3% |
| 7D | +3.6% | -1.9% | +5.5% | +3.9% |
| 30D | +7.5% | -32.0% | +39.5% | +12.4% |
| 3M | +16.2% | -39.7% | +55.8% | +22.9% |
| 6M | -20.9% | -61.1% | +40.2% | -12.9% |
| YTD | -6.0% | -29.4% | +23.4% | -5.4% |
| 1Y | +43.4% | -24.5% | +67.8% | +42.5% |
| All | +949.3% | -28.0% | +977.3% | +1,080.3% |
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