+27.0%
LBRT vs DUOL
-5.7%
+32.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.2% | +9.2% | +4.3% |
| 7D | +6.9% | -7.8% | +14.7% | +7.5% |
| 30D | +7.8% | +11.8% | -4.0% | +6.6% |
| 3M | -25.3% | +24.1% | -49.4% | -27.2% |
| 6M | -19.6% | +43.6% | -63.2% | -23.4% |
| YTD | +17.2% | -16.6% | +33.7% | +18.9% |
| 1Y | +114.1% | -46.0% | +160.1% | +126.8% |
| 3Y | +27.0% | -6.5% | +33.5% | +29.7% |
| All | +27.0% | -5.7% | +32.7% | +29.7% |
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