+33.6%
ECHO vs LHX
-4.7%
+38.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.0% |
| 7D | +3.4% | -2.4% | +5.8% | +4.6% |
| 30D | +2.4% | -10.4% | +12.7% | +7.6% |
| 3M | -28.0% | -16.9% | -11.1% | -21.4% |
| 6M | -21.2% | -29.9% | +8.7% | -5.4% |
| YTD | -17.4% | -12.0% | -5.4% | -8.5% |
| 1Y | +33.6% | -4.5% | +38.1% | +54.2% |
| All | +33.6% | -4.7% | +38.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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