+423.0%
ECHO vs LYFT
+39.4%
+383.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | +3.7% | -8.4% | +12.1% | +5.4% |
| 30D | +0.7% | -7.6% | +8.3% | +2.0% |
| 3M | -27.3% | +11.7% | -39.1% | -29.1% |
| 6M | -17.0% | +15.1% | -32.1% | -19.7% |
| YTD | -14.3% | -20.9% | +6.6% | -11.7% |
| 1Y | +20.9% | -16.4% | +37.3% | +21.9% |
| 3Y | +423.0% | +35.2% | +387.7% | +320.5% |
| All | +423.0% | +39.4% | +383.6% | +320.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling