+7.0%
DUOL vs LUMN
-39.5%
+46.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -7.0% | +2.5% | -9.5% | -7.2% |
| 30D | +6.7% | +10.3% | -3.6% | +5.7% |
| 3M | +16.0% | -18.3% | +34.3% | +17.5% |
| 6M | +45.4% | +4.4% | +41.0% | +43.2% |
| YTD | -18.1% | -10.7% | -7.4% | -18.8% |
| 1Y | -53.6% | +14.0% | -67.5% | -55.5% |
| 3Y | -11.0% | +406.6% | -417.5% | -32.0% |
| 5Y | -17.1% | -36.8% | +19.7% | +9.3% |
| All | +7.0% | -39.5% | +46.5% | +40.9% |
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