+33.6%
ECHO vs LUMN
+42.5%
-8.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | +3.4% | +12.1% | -8.7% | +1.1% |
| 30D | +2.4% | +11.3% | -9.0% | 0.0% |
| 3M | -28.0% | -31.6% | +3.7% | -23.3% |
| 6M | -21.2% | -2.7% | -18.5% | -21.7% |
| YTD | -17.4% | -12.9% | -4.5% | -16.8% |
| 1Y | +33.6% | +36.2% | -2.6% | +9.8% |
| All | +33.6% | +42.5% | -8.9% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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