+188.4%
ECHO vs LNT
+148.3%
+40.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | +4.4% | -1.9% | +6.3% | +5.1% |
| 3M | -20.3% | -7.2% | -13.1% | -18.5% |
| 6M | -15.3% | -3.9% | -11.4% | -14.7% |
| YTD | -15.5% | +5.9% | -21.4% | -17.9% |
| 1Y | +15.0% | +8.4% | +6.6% | +10.6% |
| 3Y | +409.1% | +46.6% | +362.5% | +338.0% |
| 5Y | +260.6% | +32.4% | +228.2% | +217.7% |
| All | +188.4% | +148.3% | +40.1% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling