+33.6%
ECHO vs LUNR
+75.3%
-41.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +3.4% | -3.6% | +7.1% | +4.2% |
| 30D | +2.4% | +5.9% | -3.5% | +0.7% |
| 3M | -28.0% | -56.0% | +28.0% | -16.4% |
| 6M | -21.2% | -20.5% | -0.8% | -19.9% |
| YTD | -17.4% | -8.7% | -8.6% | -18.1% |
| 1Y | +33.6% | +75.9% | -42.3% | +60.2% |
| All | +33.6% | +75.3% | -41.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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