+424.9%
LRCX vs ECHO
+253.4%
+171.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.7% |
| 7D | +1.8% | +2.3% | -0.5% | +1.5% |
| 30D | -4.3% | +4.4% | -8.7% | -4.8% |
| 3M | -7.3% | -20.3% | +13.0% | -4.7% |
| 6M | +38.6% | -15.3% | +53.9% | +41.1% |
| YTD | +74.4% | -15.5% | +89.9% | +77.0% |
| 1Y | +179.1% | +15.0% | +164.1% | +172.9% |
| 3Y | +357.7% | +409.1% | -51.5% | +241.5% |
| 5Y | +424.9% | +260.6% | +164.3% | +318.0% |
| All | +424.9% | +253.4% | +171.5% | +318.0% |
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