+240.0%
ECHO vs LNT
+558.6%
-318.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +3.4% | -0.1% | +3.5% | +3.5% |
| 30D | +2.4% | -3.2% | +5.5% | +3.8% |
| 3M | -28.0% | -4.1% | -23.9% | -27.0% |
| 6M | -21.2% | -4.6% | -16.7% | -20.2% |
| YTD | -17.4% | +7.0% | -24.4% | -20.6% |
| 1Y | +33.6% | +8.3% | +25.3% | +27.4% |
| 3Y | +419.7% | +51.0% | +368.7% | +326.5% |
| 5Y | +241.7% | +30.2% | +211.5% | +194.8% |
| 10Y | +180.8% | +143.6% | +37.2% | +72.8% |
| All | +240.0% | +558.6% | -318.6% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling