+217.9%
ECHO vs LUNR
+62.5%
+155.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.8% | +3.8% |
| 7D | +8.6% | +6.5% | +2.1% | +8.3% |
| 30D | +3.8% | -4.4% | +8.1% | +3.9% |
| 3M | -19.9% | -47.3% | +27.4% | -18.3% |
| 6M | -12.1% | -11.1% | -1.0% | -11.9% |
| YTD | -14.1% | -3.4% | -10.7% | -14.2% |
| 1Y | +15.9% | +85.8% | -69.9% | +14.0% |
| 3Y | +417.8% | +264.7% | +153.2% | +404.7% |
| All | +217.9% | +62.5% | +155.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling