-30.7%
LHX vs DUOL
+44.6%
-75.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.0% |
| 7D | -4.8% | -8.6% | +3.8% | -4.5% |
| 30D | -12.7% | +7.2% | -19.9% | -13.1% |
| 3M | -17.6% | +19.1% | -36.7% | -18.1% |
| 6M | -30.7% | +52.5% | -83.2% | -32.3% |
| All | -30.7% | +44.6% | -75.3% | -32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling