+1,074.7%
LITE vs DUOL
+3.5%
+1,071.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.2% | +16.3% | +11.7% |
| 7D | +12.6% | -7.8% | +20.4% | +13.6% |
| 30D | +9.9% | +11.8% | -1.9% | +7.5% |
| 3M | +9.3% | +24.1% | -14.8% | +4.1% |
| 6M | +75.2% | +43.6% | +31.6% | +61.3% |
| YTD | +165.5% | -16.6% | +182.1% | +167.0% |
| 1Y | +555.0% | -46.0% | +601.0% | +602.7% |
| 3Y | +1,870.5% | -6.5% | +1,876.9% | +1,795.8% |
| 5Y | +1,009.8% | -7.4% | +1,017.2% | +839.6% |
| All | +1,074.7% | +3.5% | +1,071.2% | +891.2% |
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 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