+116.1%
LBRT vs DUOL
-1.5%
+117.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.6% |
| 7D | +10.2% | -11.8% | +22.0% | +11.7% |
| 30D | +4.9% | +1.5% | +3.4% | +4.3% |
| 3M | -21.2% | +18.1% | -39.4% | -23.7% |
| 6M | -19.9% | +38.7% | -58.6% | -24.6% |
| YTD | +20.8% | -20.7% | +41.4% | +22.4% |
| 1Y | +123.5% | -49.1% | +172.6% | +138.3% |
| 3Y | +30.9% | -11.0% | +42.0% | +24.1% |
| 5Y | +136.3% | -18.0% | +154.3% | +98.8% |
| All | +116.1% | -1.5% | +117.7% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling