+159.4%
LRCX vs ECHO
+17.8%
+141.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -3.1% | +3.7% | -6.8% | -4.3% |
| 30D | -8.6% | +0.7% | -9.2% | -8.8% |
| 3M | -17.7% | -27.3% | +9.6% | -11.3% |
| 6M | +36.4% | -17.0% | +53.3% | +40.3% |
| YTD | +74.5% | -14.3% | +88.9% | +72.9% |
| 1Y | +159.4% | +20.9% | +138.6% | +131.2% |
| All | +159.4% | +17.8% | +141.6% | +131.2% |
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