-98.3%
LCID vs DUOL
+2.7%
-100.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -3.5% |
| 7D | -9.1% | -8.6% | -0.5% | -6.5% |
| 30D | -37.6% | +7.2% | -44.8% | -39.6% |
| 3M | -11.1% | +19.1% | -30.1% | -17.5% |
| 6M | -59.2% | +52.5% | -111.7% | -65.6% |
| YTD | -60.5% | -17.3% | -43.2% | -59.4% |
| 1Y | -78.5% | -49.2% | -29.3% | -74.6% |
| 3Y | -92.8% | -7.3% | -85.6% | -94.2% |
| 5Y | -97.9% | -16.3% | -81.6% | -98.7% |
| All | -98.3% | +2.7% | -100.9% | -98.9% |
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