+133.3%
REPL vs LUMN
-62.6%
+196.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.0% | +7.7% | -1.0% |
| 7D | +15.1% | -16.9% | +32.0% | +19.4% |
| 30D | +51.1% | -32.7% | +83.8% | +62.7% |
| 3M | +69.2% | -34.5% | +103.8% | +82.3% |
| 6M | +597.6% | -56.9% | +654.4% | +723.9% |
| YTD | +106.0% | -48.8% | +154.7% | +133.1% |
| 1Y | +133.3% | -63.4% | +196.7% | +166.9% |
| All | +133.3% | -62.6% | +196.0% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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