+234.6%
ECHO vs LDOS
+48.3%
+186.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.7% | -1.6% | +7.3% | +6.1% |
| 30D | +13.8% | +8.2% | +5.6% | +11.5% |
| 3M | +9.1% | -8.2% | +17.2% | +10.8% |
| 6M | -24.9% | +5.8% | -30.8% | -26.5% |
| YTD | -8.0% | -27.0% | +19.0% | -1.9% |
| 1Y | +42.9% | -31.0% | +73.9% | +54.4% |
| 3Y | +926.7% | +29.3% | +897.4% | +800.2% |
| All | +234.6% | +48.3% | +186.3% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling