+47.6%
LDOS vs DUOL
+4.3%
+43.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | -7.2% | +21.9% | -29.1% | -8.7% |
| 30D | +16.8% | +5.7% | +11.1% | +16.1% |
| 3M | -1.6% | +30.9% | -32.5% | -3.8% |
| 6M | -1.0% | +52.8% | -53.7% | -4.5% |
| YTD | -25.8% | -8.6% | -17.2% | -26.4% |
| 1Y | -31.1% | -17.2% | -13.9% | -31.3% |
| 3Y | +32.8% | +2.0% | +30.8% | +28.8% |
| All | +47.6% | +4.3% | +43.4% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling