-11.7%
LEN vs DUOL
+1.6%
-13.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | -4.8% | -7.0% | +2.2% | -4.0% |
| 30D | -6.6% | +6.7% | -13.3% | -7.4% |
| 3M | -15.7% | +16.0% | -31.7% | -17.4% |
| 6M | -16.6% | +45.4% | -62.1% | -20.7% |
| YTD | -21.3% | -18.1% | -3.2% | -20.5% |
| 1Y | -42.0% | -53.6% | +11.5% | -37.9% |
| 3Y | -27.9% | -11.0% | -16.9% | -33.1% |
| 5Y | -10.7% | -17.1% | +6.4% | -25.7% |
| All | -11.7% | +1.6% | -13.3% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling