+22.0%
LHX vs DUOL
-1.5%
+23.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.9% |
| 7D | -3.7% | -11.8% | +8.1% | -3.3% |
| 30D | -13.2% | +1.5% | -14.6% | -13.2% |
| 3M | -18.4% | +18.1% | -36.5% | -18.9% |
| 6M | -32.0% | +38.7% | -70.6% | -32.8% |
| YTD | -13.6% | -20.7% | +7.0% | -13.3% |
| 1Y | -6.0% | -49.1% | +43.1% | -4.4% |
| 3Y | +57.9% | -11.0% | +69.0% | +56.0% |
| 5Y | +19.2% | -18.0% | +37.2% | +16.0% |
| All | +22.0% | -1.5% | +23.6% | +19.2% |
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