+1,172.1%
LITE vs DUOL
-0.2%
+1,172.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.5% |
| 7D | -35.9% | +21.9% | -57.8% | -36.7% |
| 30D | -51.5% | +5.7% | -57.3% | -51.6% |
| 3M | -35.7% | +30.9% | -66.6% | -37.8% |
| 6M | -43.0% | +52.8% | -95.7% | -47.2% |
| YTD | +46.1% | -8.6% | +54.7% | +49.4% |
| 1Y | +124.7% | -17.2% | +141.9% | +134.9% |
| 3Y | +1,172.1% | +2.0% | +1,170.1% | +1,345.1% |
| All | +1,172.1% | -0.2% | +1,172.3% | +1,345.1% |
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