+33.2%
LDOS vs DUOL
+9.2%
+24.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.7% |
| 7D | -5.4% | +5.1% | -10.5% | -5.7% |
| 30D | +4.9% | +14.1% | -9.3% | +3.9% |
| 3M | +7.2% | +41.5% | -34.3% | +4.6% |
| 6M | -24.2% | +60.6% | -84.9% | -26.7% |
| YTD | -25.8% | -12.0% | -13.8% | -26.0% |
| 1Y | -24.7% | -43.4% | +18.6% | -23.6% |
| 3Y | +39.3% | +3.7% | +35.6% | +36.0% |
| 5Y | +43.3% | -5.3% | +48.6% | +35.8% |
| All | +33.2% | +9.2% | +24.0% | +24.4% |
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