+31.7%
LDOS vs DUOL
+11.3%
+20.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.8% |
| 7D | -3.5% | +0.3% | -3.7% | -3.5% |
| 30D | +9.5% | +12.4% | -2.8% | +8.4% |
| 3M | -6.3% | +16.9% | -23.2% | -7.6% |
| 6M | +2.8% | +48.5% | -45.7% | -0.3% |
| YTD | -26.6% | -10.3% | -16.3% | -27.1% |
| 1Y | -31.3% | -15.6% | -15.7% | -31.6% |
| 3Y | +30.9% | -25.6% | +56.5% | +29.4% |
| 5Y | +49.4% | +1.5% | +47.8% | +41.9% |
| All | +31.7% | +11.3% | +20.4% | +22.5% |
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