-98.1%
LCID vs DUOL
+9.2%
-107.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +2.6% |
| 7D | -6.6% | +5.1% | -11.7% | -8.4% |
| 30D | -30.1% | +14.1% | -44.3% | -34.1% |
| 3M | -17.6% | +41.5% | -59.1% | -28.0% |
| 6M | -54.4% | +60.6% | -115.0% | -62.3% |
| YTD | -55.7% | -12.0% | -43.7% | -55.4% |
| 1Y | -71.0% | -43.4% | -27.7% | -67.1% |
| 3Y | -92.6% | +3.7% | -96.4% | -94.3% |
| 5Y | -97.6% | -5.3% | -92.3% | -98.5% |
| All | -98.1% | +9.2% | -107.3% | -98.8% |
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