+388.9%
LRCX vs ECHO
+405.9%
-17.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +9.5% | +5.3% | +4.2% | +9.0% |
| 30D | +3.1% | +2.4% | +0.6% | +2.8% |
| 3M | -3.4% | -21.8% | +18.4% | -1.2% |
| 6M | +49.7% | -16.9% | +66.6% | +52.0% |
| YTD | +84.9% | -16.0% | +100.8% | +87.1% |
| 1Y | +200.8% | +9.3% | +191.6% | +197.8% |
| All | +388.9% | +405.9% | -17.1% | +310.7% |
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 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