+271.6%
ECHO vs LNT
+613.2%
-341.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | +9.1% | -0.5% | +9.7% | +9.4% |
| 30D | +7.2% | +9.9% | -2.8% | +2.6% |
| 3M | +6.1% | +4.8% | +1.3% | +3.7% |
| 6M | -24.2% | +2.2% | -26.3% | -25.5% |
| YTD | -9.7% | +15.9% | -25.6% | -16.3% |
| 1Y | +40.9% | +10.6% | +30.4% | +33.3% |
| 3Y | +883.3% | +66.1% | +817.2% | +670.3% |
| 5Y | +224.2% | +55.6% | +168.6% | +158.6% |
| 10Y | +141.3% | +182.8% | -41.6% | +38.8% |
| All | +271.6% | +613.2% | -341.7% | -0.2% |
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