+245.8%
ECHO vs LULU
+320.8%
-75.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.6% |
| 7D | +5.3% | -16.9% | +22.3% | +8.7% |
| 30D | +2.4% | -22.0% | +24.4% | +6.7% |
| 3M | -21.8% | -17.8% | -4.0% | -19.4% |
| 6M | -16.9% | -41.3% | +24.3% | -9.3% |
| YTD | -16.0% | -52.0% | +36.0% | -4.9% |
| 1Y | +9.3% | -39.8% | +49.1% | +18.3% |
| 3Y | +406.2% | -74.8% | +481.0% | +526.5% |
| 5Y | +251.0% | -76.3% | +327.3% | +327.8% |
| 10Y | +191.3% | +53.9% | +137.4% | +145.6% |
| All | +245.8% | +320.8% | -75.1% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling