+192.5%
ECHO vs LHX
+227.8%
-35.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.8% |
| 7D | +3.7% | -4.3% | +8.0% | +5.5% |
| 30D | +0.7% | -15.1% | +15.8% | +7.2% |
| 3M | -27.3% | -21.0% | -6.3% | -20.8% |
| 6M | -17.0% | -32.0% | +15.0% | -4.0% |
| YTD | -14.3% | -15.3% | +1.0% | -8.7% |
| 1Y | +20.9% | -11.1% | +32.0% | +26.1% |
| 3Y | +423.0% | +54.0% | +368.9% | +330.3% |
| 5Y | +265.7% | +17.1% | +248.6% | +226.4% |
| All | +192.5% | +227.8% | -35.4% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling