+253.7%
ECHO vs LUV
+274.7%
-20.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.8% |
| 7D | +8.6% | +3.1% | +5.5% | +7.4% |
| 30D | +3.8% | -17.4% | +21.2% | +10.5% |
| 3M | -19.9% | -4.9% | -15.0% | -19.0% |
| 6M | -12.1% | -5.7% | -6.4% | -11.5% |
| YTD | -14.1% | -5.2% | -8.9% | -15.6% |
| 1Y | +15.9% | +24.1% | -8.3% | +3.1% |
| 3Y | +417.8% | +39.6% | +378.2% | +334.2% |
| 5Y | +259.3% | -12.5% | +271.8% | +243.1% |
| 10Y | +192.7% | +12.9% | +179.8% | +146.4% |
| All | +253.7% | +274.7% | -20.9% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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