-9.5%
DUOL vs LH
+27.0%
-36.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -7.0% | -4.7% | -2.3% | -5.2% |
| 30D | +6.7% | -3.5% | +10.2% | +8.1% |
| 3M | +16.0% | +17.7% | -1.7% | +8.2% |
| 6M | +45.4% | +15.8% | +29.6% | +36.1% |
| YTD | -18.1% | +25.1% | -43.2% | -26.8% |
| 1Y | -53.6% | +12.5% | -66.1% | -56.3% |
| 3Y | -11.0% | +59.8% | -70.7% | -31.1% |
| All | -9.5% | +27.0% | -36.4% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling