+153.6%
ECHO vs LDOS
+248.5%
-94.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.4% |
| 7D | -2.4% | -7.2% | +4.8% | -0.3% |
| 30D | -3.1% | +16.8% | -20.0% | -8.1% |
| 3M | +8.7% | -1.6% | +10.3% | +8.5% |
| 6M | -24.8% | -1.0% | -23.8% | -25.4% |
| YTD | -13.0% | -25.8% | +12.8% | -5.9% |
| 1Y | +33.9% | -31.1% | +65.0% | +48.4% |
| 3Y | +791.8% | +32.8% | +759.0% | +657.6% |
| 5Y | +261.7% | +49.4% | +212.3% | +188.2% |
| All | +153.6% | +248.5% | -94.9% | +48.8% |
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