-24.5%
LBRT vs DUOL
-14.5%
-9.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.8% | -1.5% | +4.2% |
| 7D | -1.9% | +1.8% | -3.7% | -1.6% |
| 30D | -32.0% | +11.1% | -43.1% | -29.0% |
| 3M | -39.7% | +21.2% | -60.9% | -36.1% |
| 6M | -61.1% | +56.1% | -117.2% | -58.5% |
| YTD | -29.4% | -6.5% | -22.9% | -19.5% |
| 1Y | -24.5% | -15.8% | -8.7% | -12.0% |
| All | -24.5% | -14.5% | -9.9% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling