+34.2%
ECHO vs LYFT
-6.2%
+40.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.4% | -15.7% | -4.6% |
| 7D | +4.6% | +14.7% | -10.1% | +2.8% |
| 30D | +0.4% | +19.1% | -18.7% | -2.3% |
| 3M | +7.7% | +12.0% | -4.4% | +5.5% |
| 6M | -18.0% | +33.3% | -51.3% | -22.3% |
| YTD | -9.3% | -3.3% | -6.0% | -12.3% |
| 1Y | +34.2% | -3.5% | +37.7% | +25.0% |
| All | +34.2% | -6.2% | +40.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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