+101.7%
LBRT vs DUOL
+9.2%
+92.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | +8.7% | +5.1% | +3.6% | +8.1% |
| 30D | +6.6% | +14.1% | -7.5% | +4.6% |
| 3M | -34.5% | +41.5% | -76.0% | -37.8% |
| 6M | -24.5% | +60.6% | -85.1% | -30.2% |
| YTD | +12.7% | -12.0% | +24.7% | +13.0% |
| 1Y | +94.8% | -43.4% | +138.2% | +105.3% |
| 3Y | +31.9% | +3.7% | +28.1% | +22.7% |
| 5Y | +111.8% | -5.3% | +117.1% | +76.8% |
| All | +101.7% | +9.2% | +92.5% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling