+8,406.4%
LRCX vs ECHO
+216.6%
+8,189.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +1.9% | +3.4% | -1.5% | +1.0% |
| 30D | +0.1% | +2.4% | -2.3% | -0.5% |
| 3M | -8.5% | -28.0% | +19.5% | -0.5% |
| 6M | +38.1% | -21.2% | +59.3% | +45.7% |
| YTD | +80.1% | -17.4% | +97.5% | +86.1% |
| 1Y | +208.1% | +33.6% | +174.5% | +178.6% |
| 3Y | +350.2% | +419.7% | -69.5% | +106.3% |
| 5Y | +430.7% | +241.7% | +189.0% | +178.0% |
| 10Y | +3,633.2% | +180.8% | +3,452.5% | +1,927.8% |
| All | +8,406.4% | +216.6% | +8,189.7% | +3,228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling