+252.7%
ECHO vs LUMN
-44.9%
+297.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.0% |
| 7D | +3.7% | +2.5% | +1.2% | +3.1% |
| 30D | +0.7% | +10.3% | -9.6% | -1.6% |
| 3M | -27.3% | -18.3% | -9.1% | -24.6% |
| 6M | -17.0% | +4.4% | -21.3% | -19.0% |
| YTD | -14.3% | -10.7% | -3.6% | -14.9% |
| 1Y | +20.9% | +14.0% | +6.9% | +11.2% |
| 3Y | +423.0% | +406.6% | +16.4% | +179.2% |
| 5Y | +265.7% | -36.8% | +302.5% | +235.2% |
| 10Y | +197.1% | -56.2% | +253.2% | +172.5% |
| All | +252.7% | -44.9% | +297.6% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling