+21.9%
LII vs DUOL
-1.5%
+23.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.4% | -2.0% |
| 7D | +0.5% | -11.8% | +12.3% | +1.6% |
| 30D | -11.2% | +1.5% | -12.7% | -11.5% |
| 3M | -28.8% | +18.1% | -46.9% | -30.3% |
| 6M | -26.9% | +38.7% | -65.6% | -29.9% |
| YTD | -22.2% | -20.7% | -1.5% | -21.1% |
| 1Y | -32.0% | -49.1% | +17.1% | -28.1% |
| 3Y | -0.4% | -11.0% | +10.6% | -4.3% |
| 5Y | +22.4% | -18.0% | +40.4% | +8.7% |
| All | +21.9% | -1.5% | +23.4% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling