-29.7%
LII vs DUOL
-43.9%
+14.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.1% |
| 7D | -0.7% | +5.1% | -5.8% | -0.7% |
| 30D | -12.6% | +14.1% | -26.8% | -12.5% |
| 3M | -24.4% | +41.5% | -66.0% | -24.1% |
| 6M | -28.7% | +60.6% | -89.3% | -28.6% |
| YTD | -19.1% | -12.0% | -7.2% | -15.6% |
| 1Y | -29.7% | -43.4% | +13.7% | -22.3% |
| All | -29.7% | -43.9% | +14.2% | -22.3% |
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 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