+9.0%
DUOL vs LH
+40.8%
-31.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | -7.8% | -0.8% | -7.0% | -7.5% |
| 30D | +11.8% | +2.0% | +9.8% | +10.9% |
| 3M | +24.1% | +24.3% | -0.2% | +13.2% |
| 6M | +43.6% | +21.1% | +22.6% | +32.1% |
| YTD | -16.6% | +30.4% | -47.0% | -26.6% |
| 1Y | -46.0% | +18.4% | -64.4% | -50.2% |
| 3Y | -6.5% | +65.5% | -71.9% | -28.6% |
| 5Y | -7.4% | +29.9% | -37.3% | -19.5% |
| All | +9.0% | +40.8% | -31.8% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling