-31.2%
LDOS vs DUOL
-38.2%
+7.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.0% | -25.3% | -2.6% |
| 7D | -2.8% | +19.3% | -22.1% | -5.2% |
| 30D | +13.6% | +9.6% | +4.0% | +11.9% |
| 3M | +4.2% | +17.1% | -12.8% | +1.3% |
| 6M | -8.2% | +46.3% | -54.5% | -13.9% |
| YTD | -24.1% | -8.1% | -16.0% | -26.0% |
| 1Y | -31.2% | -38.5% | +7.2% | -32.0% |
| All | -31.2% | -38.2% | +7.0% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling