+192.5%
ECHO vs LULU
+53.6%
+138.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +0.7% | -18.1% | +18.8% | +4.4% |
| 3M | -27.3% | -18.8% | -8.5% | -24.7% |
| 6M | -17.0% | -39.2% | +22.2% | -8.9% |
| YTD | -14.3% | -52.4% | +38.1% | -1.2% |
| 1Y | +20.9% | -40.3% | +61.2% | +32.4% |
| 3Y | +423.0% | -75.1% | +498.1% | +566.3% |
| 5Y | +265.7% | -76.7% | +342.4% | +358.4% |
| All | +192.5% | +53.6% | +138.8% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling