+232.7%
LITE vs DUOL
-38.2%
+271.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +26.0% | -33.8% | 0.0% |
| 7D | -31.4% | +19.3% | -50.7% | -26.7% |
| 30D | -42.6% | +9.6% | -52.2% | -39.9% |
| 3M | -26.2% | +17.1% | -43.3% | -20.1% |
| 6M | -35.8% | +46.3% | -82.1% | -27.0% |
| YTD | +70.0% | -8.1% | +78.1% | +102.1% |
| 1Y | +232.7% | -38.5% | +271.2% | +307.3% |
| All | +232.7% | -38.2% | +271.0% | +307.3% |
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