+224.2%
ECHO vs LNT
+55.5%
+168.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | +9.1% | -0.5% | +9.7% | +9.3% |
| 30D | +7.2% | +9.9% | -2.8% | +3.1% |
| 3M | +6.1% | +4.8% | +1.3% | +4.0% |
| 6M | -24.2% | +2.2% | -26.3% | -25.4% |
| YTD | -9.7% | +15.9% | -25.6% | -16.3% |
| 1Y | +40.9% | +10.6% | +30.4% | +33.4% |
| 3Y | +883.3% | +66.1% | +817.2% | +651.6% |
| 5Y | +224.2% | +55.6% | +168.6% | +149.3% |
| All | +224.2% | +55.5% | +168.6% | +149.3% |
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 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