-92.1%
LCID vs DUOL
-5.7%
-86.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.2% | 0.0% |
| 7D | +1.8% | -7.8% | +9.6% | +3.5% |
| 30D | -34.2% | +11.8% | -46.1% | -36.2% |
| 3M | -9.1% | +24.1% | -33.2% | -14.1% |
| 6M | -52.6% | +43.6% | -96.2% | -56.9% |
| YTD | -56.2% | -16.6% | -39.6% | -55.6% |
| 1Y | -74.9% | -46.0% | -28.9% | -72.6% |
| 3Y | -92.1% | -6.5% | -85.6% | -92.3% |
| All | -92.1% | -5.7% | -86.4% | -92.3% |
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