+245.8%
ECHO vs LHX
+532.1%
-286.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.4% |
| 7D | +5.3% | -3.7% | +9.1% | +6.9% |
| 30D | +2.4% | -13.2% | +15.6% | +8.1% |
| 3M | -21.8% | -18.4% | -3.4% | -15.8% |
| 6M | -16.9% | -32.0% | +15.0% | -4.1% |
| YTD | -16.0% | -13.6% | -2.3% | -11.3% |
| 1Y | +9.3% | -6.0% | +15.2% | +11.3% |
| 3Y | +406.2% | +57.9% | +348.3% | +314.8% |
| 5Y | +251.0% | +19.2% | +231.7% | +213.0% |
| 10Y | +191.3% | +232.3% | -41.0% | +69.5% |
| All | +245.8% | +532.1% | -286.4% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling