+278.6%
ECHO vs LNT
+616.9%
-338.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +5.7% | +1.0% | +4.6% | +5.3% |
| 30D | +13.8% | +9.6% | +4.2% | +9.2% |
| 3M | +9.1% | +5.4% | +3.7% | +6.4% |
| 6M | -24.9% | +3.1% | -28.1% | -26.6% |
| YTD | -8.0% | +16.5% | -24.5% | -14.9% |
| 1Y | +42.9% | +12.3% | +30.6% | +34.2% |
| 3Y | +926.7% | +70.3% | +856.4% | +695.4% |
| 5Y | +230.4% | +56.4% | +173.9% | +163.0% |
| 10Y | +145.9% | +184.3% | -38.4% | +41.1% |
| All | +278.6% | +616.9% | -338.3% | +1.5% |
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 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