+38.1%
LMT vs ECHO
+417.6%
-379.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -2.0% | +2.0% |
| 7D | -1.5% | +8.6% | -10.1% | -1.6% |
| 30D | -8.2% | +3.8% | -12.0% | -8.3% |
| 3M | +3.7% | -19.9% | +23.6% | +3.9% |
| 6M | -19.2% | -12.1% | -7.1% | -19.0% |
| YTD | +12.9% | -14.1% | +26.9% | +13.0% |
| 1Y | +19.8% | +15.9% | +3.9% | +20.1% |
| All | +38.1% | +417.6% | -379.5% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling