+273.4%
ECHO vs LDOS
+448.4%
-175.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | +4.6% | -2.8% | +7.4% | +5.3% |
| 30D | +0.4% | +13.6% | -13.2% | -4.1% |
| 3M | +7.7% | +4.2% | +3.4% | +5.3% |
| 6M | -18.0% | -8.2% | -9.8% | -16.9% |
| YTD | -9.3% | -24.1% | +14.8% | -2.6% |
| 1Y | +34.2% | -31.2% | +65.4% | +48.8% |
| 3Y | +538.7% | +35.0% | +503.7% | +447.1% |
| 5Y | +279.9% | +52.6% | +227.3% | +206.0% |
| 10Y | +168.2% | +261.9% | -93.7% | +55.5% |
| All | +273.4% | +448.4% | -175.0% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling