+54.0%
LHX vs DUOL
-9.6%
+63.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -4.3% | -7.0% | +2.7% | -4.0% |
| 30D | -15.1% | +6.7% | -21.9% | -15.4% |
| 3M | -21.0% | +16.0% | -37.0% | -21.5% |
| 6M | -32.0% | +45.4% | -77.4% | -33.0% |
| YTD | -15.3% | -18.1% | +2.8% | -15.0% |
| 1Y | -11.1% | -53.6% | +42.5% | -8.8% |
| 3Y | +54.0% | -11.0% | +65.0% | +47.7% |
| All | +54.0% | -9.6% | +63.6% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling