+75.2%
LMT vs ECHO
+253.4%
-178.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | -10.8% | +4.4% | -15.2% | -10.8% |
| 3M | +1.6% | -20.3% | +21.9% | +2.0% |
| 6M | -17.6% | -15.3% | -2.2% | -17.3% |
| YTD | +11.6% | -15.5% | +27.1% | +11.8% |
| 1Y | +17.2% | +15.0% | +2.3% | +17.2% |
| 3Y | +35.7% | +409.1% | -373.4% | +32.7% |
| 5Y | +75.2% | +260.6% | -185.4% | +70.7% |
| All | +75.2% | +253.4% | -178.2% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling