+412.7%
ECHO vs LNT
+48.2%
+364.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.8% |
| 7D | +5.3% | +0.2% | +5.2% | +5.3% |
| 30D | +2.4% | -0.5% | +2.9% | +2.7% |
| 3M | -21.8% | -5.5% | -16.3% | -20.3% |
| 6M | -16.9% | -3.8% | -13.1% | -16.5% |
| YTD | -16.0% | +6.8% | -22.8% | -20.4% |
| 1Y | +9.3% | +9.3% | 0.0% | +1.8% |
| All | +412.7% | +48.2% | +364.5% | +258.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling