+14.2%
LMT vs ECHO
+17.8%
-3.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -0.2% | +3.7% | -3.9% | -0.6% |
| 30D | -13.1% | +0.7% | -13.8% | -13.2% |
| 3M | -3.9% | -27.3% | +23.4% | -0.3% |
| 6M | -18.3% | -17.0% | -1.3% | -17.2% |
| YTD | +10.3% | -14.3% | +24.7% | +10.3% |
| 1Y | +14.2% | +20.9% | -6.7% | +12.4% |
| All | +14.2% | +17.8% | -3.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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