+251.0%
ECHO vs LNT
+31.1%
+219.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.3% |
| YTD | -16.0% | +6.8% | -22.8% | -19.4% |
| 1Y | +9.3% | +9.3% | 0.0% | +3.5% |
| 3Y | +406.2% | +47.9% | +358.3% | +311.3% |
| 5Y | +251.0% | +31.6% | +219.4% | +191.5% |
| All | +251.0% | +31.1% | +219.8% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling