+211.0%
ECHO vs LYFT
-82.8%
+293.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +2.3% | -13.1% | +15.4% | +4.8% |
| 30D | +4.4% | -14.4% | +18.8% | +7.1% |
| 3M | -20.3% | +12.2% | -32.5% | -22.2% |
| 6M | -15.3% | +13.4% | -28.7% | -17.7% |
| YTD | -15.5% | -22.5% | +7.0% | -12.6% |
| 1Y | +15.0% | -20.8% | +35.8% | +17.3% |
| 3Y | +409.1% | +38.8% | +370.3% | +344.6% |
| 5Y | +260.6% | -70.0% | +330.6% | +289.8% |
| All | +211.0% | -82.8% | +293.8% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling