+277.1%
LRCX vs ECHO
+227.9%
+49.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.6% |
| 7D | +12.7% | +5.7% | +7.0% | +11.8% |
| 30D | -21.3% | +13.8% | -35.1% | -22.5% |
| 3M | -32.9% | +9.1% | -42.0% | -33.6% |
| 6M | -23.4% | -24.9% | +1.5% | -20.8% |
| YTD | +32.4% | -8.0% | +40.4% | +33.0% |
| 1Y | +48.0% | +42.9% | +5.1% | +41.4% |
| 3Y | +243.9% | +926.7% | -682.8% | +121.8% |
| All | +277.1% | +227.9% | +49.2% | +212.3% |
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