+183.7%
ECHO vs LDOS
+278.0%
-94.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +3.4% | -5.4% | +8.8% | +5.2% |
| 30D | +2.4% | +4.9% | -2.5% | +0.5% |
| 3M | -28.0% | +7.2% | -35.1% | -30.0% |
| 6M | -21.2% | -24.2% | +3.0% | -14.5% |
| YTD | -17.4% | -25.8% | +8.4% | -10.2% |
| 1Y | +33.6% | -24.7% | +58.3% | +44.2% |
| 3Y | +419.7% | +39.3% | +380.4% | +336.5% |
| 5Y | +241.7% | +43.3% | +198.4% | +178.3% |
| All | +183.7% | +278.0% | -94.3% | +64.7% |
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