+216.9%
ECHO vs LUNR
+48.7%
+168.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +1.5% |
| 7D | +3.7% | -3.1% | +6.8% | +3.8% |
| 30D | +0.7% | -15.3% | +16.0% | +1.2% |
| 3M | -27.3% | -53.2% | +25.9% | -25.5% |
| 6M | -17.0% | -22.2% | +5.2% | -16.4% |
| YTD | -14.3% | -11.6% | -2.7% | -14.2% |
| 1Y | +20.9% | +68.4% | -47.5% | +19.4% |
| 3Y | +423.0% | +216.8% | +206.2% | +410.9% |
| All | +216.9% | +48.7% | +168.2% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling