-4.5%
LHX vs DUOL
-43.9%
+39.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -2.1% |
| 7D | -2.4% | +5.1% | -7.5% | -2.5% |
| 30D | -10.4% | +14.1% | -24.5% | -10.7% |
| 3M | -16.9% | +41.5% | -58.4% | -17.5% |
| 6M | -29.9% | +60.6% | -90.5% | -30.8% |
| YTD | -12.0% | -12.0% | 0.0% | -11.2% |
| 1Y | -4.5% | -43.4% | +38.8% | -0.5% |
| All | -4.5% | -43.9% | +39.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling