-26.8%
LBRT vs DUOL
-16.6%
-10.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.8% | +12.0% | +8.2% |
| 7D | -11.9% | +14.0% | -26.0% | -12.3% |
| 30D | -31.9% | +2.9% | -34.8% | -31.8% |
| 3M | -34.9% | +17.8% | -52.7% | -35.8% |
| 6M | -60.7% | +42.8% | -103.5% | -62.4% |
| YTD | -29.2% | -12.1% | -17.1% | -28.1% |
| 1Y | -23.6% | -23.3% | -0.3% | -20.9% |
| 3Y | -26.8% | -24.0% | -2.8% | -28.6% |
| All | -26.8% | -16.6% | -10.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling