+407.1%
ECHO vs LDOS
+39.7%
+367.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.4% | -5.4% | +8.8% | +4.5% |
| 30D | +2.4% | +4.9% | -2.5% | +1.2% |
| 3M | -28.0% | +7.2% | -35.1% | -29.2% |
| 6M | -21.2% | -24.2% | +3.0% | -17.2% |
| YTD | -17.4% | -25.8% | +8.4% | -12.9% |
| 1Y | +33.6% | -24.7% | +58.3% | +40.4% |
| All | +407.1% | +39.7% | +367.3% | +339.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling