+20.9%
ECHO vs LULU
-39.6%
+60.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | +3.7% | -1.6% | +5.3% | +4.0% |
| 30D | +0.7% | -18.1% | +18.8% | +3.9% |
| 3M | -27.3% | -18.8% | -8.5% | -24.9% |
| 6M | -17.0% | -39.2% | +22.2% | -9.1% |
| YTD | -14.3% | -52.4% | +38.1% | -0.5% |
| 1Y | +20.9% | -40.3% | +61.2% | +31.3% |
| All | +20.9% | -39.6% | +60.5% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling