+151.3%
ECHO vs LDOS
+241.3%
-90.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.1% |
| 7D | +3.6% | -1.3% | +4.9% | +4.0% |
| 30D | +7.5% | +10.1% | -2.6% | +4.0% |
| 3M | +16.2% | -4.7% | +20.8% | +17.1% |
| 6M | -20.9% | +5.6% | -26.4% | -23.2% |
| YTD | -6.0% | -25.1% | +19.1% | +1.4% |
| 1Y | +43.4% | -31.7% | +75.1% | +59.3% |
| 3Y | +924.0% | +33.7% | +890.3% | +768.6% |
| 5Y | +249.6% | +54.4% | +195.3% | +175.6% |
| 10Y | +151.3% | +236.4% | -85.1% | +51.4% |
| All | +151.3% | +241.3% | -90.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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