+415.7%
ECHO vs LUNR
+234.6%
+181.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +4.4% | -11.3% | +15.7% | +6.1% |
| 3M | -20.3% | -44.9% | +24.6% | -13.5% |
| 6M | -15.3% | -17.3% | +2.0% | -14.8% |
| YTD | -15.5% | -9.9% | -5.6% | -16.8% |
| 1Y | +15.0% | +76.1% | -61.2% | +2.6% |
| All | +415.7% | +234.6% | +181.2% | +194.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling