-8.6%
LII vs DUOL
-0.2%
-8.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.1% |
| 7D | -0.6% | +21.9% | -22.5% | -2.5% |
| 30D | -4.6% | +5.7% | -10.3% | -5.4% |
| 3M | -21.2% | +30.9% | -52.1% | -23.4% |
| 6M | -36.4% | +52.8% | -89.2% | -39.3% |
| YTD | -28.9% | -8.6% | -20.3% | -28.5% |
| 1Y | -29.5% | -17.2% | -12.3% | -28.3% |
| 3Y | -8.6% | +2.0% | -10.5% | -11.2% |
| All | -8.6% | -0.2% | -8.3% | -11.2% |
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 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