+33.3%
LDOS vs DUOL
+13.5%
+19.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.4% |
| 7D | -7.2% | +21.9% | -29.1% | -8.5% |
| 30D | +16.8% | +5.7% | +11.1% | +16.2% |
| 3M | -1.6% | +30.9% | -32.5% | -3.6% |
| 6M | -1.0% | +52.8% | -53.7% | -4.2% |
| YTD | -25.8% | -8.6% | -17.2% | -26.3% |
| 1Y | -31.1% | -17.2% | -13.9% | -31.3% |
| 3Y | +32.8% | +2.0% | +30.8% | +29.4% |
| 5Y | +49.4% | +4.4% | +45.0% | +41.8% |
| All | +33.3% | +13.5% | +19.8% | +23.8% |
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