-13.7%
DUOL vs LH
+63.5%
-77.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | -11.8% | -3.2% | -8.6% | -11.1% |
| 30D | +1.5% | +0.1% | +1.3% | +1.5% |
| 3M | +18.1% | +18.6% | -0.5% | +13.5% |
| 6M | +38.7% | +17.9% | +20.7% | +33.3% |
| YTD | -20.7% | +28.9% | -49.6% | -26.4% |
| 1Y | -49.1% | +16.6% | -65.7% | -51.2% |
| All | -13.7% | +63.5% | -77.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling