+192.5%
ECHO vs LUMN
-55.8%
+248.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | +3.7% | +2.5% | +1.2% | +3.2% |
| 30D | +0.7% | +10.3% | -9.6% | -1.4% |
| 3M | -27.3% | -18.3% | -9.1% | -24.9% |
| 6M | -17.0% | +4.4% | -21.3% | -18.8% |
| YTD | -14.3% | -10.7% | -3.6% | -14.8% |
| 1Y | +20.9% | +14.0% | +6.9% | +12.4% |
| 3Y | +423.0% | +406.6% | +16.4% | +207.6% |
| 5Y | +265.7% | -36.8% | +302.5% | +253.8% |
| All | +192.5% | -55.8% | +248.3% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling