-38.5%
DUOL vs LH
+44.2%
-82.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.9% | +22.1% | +25.2% |
| 7D | +19.3% | +2.1% | +17.2% | +18.6% |
| 30D | +9.6% | +19.2% | -9.5% | +8.0% |
| 3M | +17.1% | +18.0% | -0.9% | +15.4% |
| 6M | +46.3% | +46.1% | +0.2% | +44.9% |
| YTD | -8.1% | +47.7% | -55.8% | -14.7% |
| 1Y | -38.5% | +47.2% | -85.7% | -44.7% |
| All | -38.5% | +44.2% | -82.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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