+37.2%
ECHO vs LDOS
-30.4%
+67.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.3% | +4.6% | +6.7% |
| 7D | +3.0% | -5.8% | +8.8% | +3.6% |
| 30D | +6.7% | +11.6% | -4.9% | +4.8% |
| 3M | +12.4% | -1.0% | +13.4% | +12.8% |
| 6M | -20.4% | +5.1% | -25.5% | -21.0% |
| YTD | -6.9% | -24.0% | +17.1% | +0.4% |
| All | +37.2% | -30.4% | +67.6% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling