-14.8%
REPL vs LUMN
-47.6%
+32.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.6% |
| 7D | -14.1% | +2.5% | -16.6% | -14.3% |
| 30D | -15.2% | +10.3% | -25.6% | -16.2% |
| 3M | +49.9% | -18.3% | +68.1% | +52.5% |
| 6M | +63.5% | +4.4% | +59.2% | +61.0% |
| YTD | +32.9% | -10.7% | +43.6% | +32.2% |
| 1Y | +115.0% | +14.0% | +101.0% | +107.0% |
| 3Y | -34.7% | +406.6% | -441.3% | -57.2% |
| 5Y | -59.7% | -36.8% | -22.8% | -59.2% |
| All | -14.8% | -47.6% | +32.8% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling