+562.5%
LITE vs DUOL
+11.7%
+550.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -5.0% |
| 7D | +10.8% | +3.0% | +7.7% | +10.3% |
| 30D | -33.4% | +18.3% | -51.7% | -35.1% |
| 3M | -32.2% | +14.7% | -47.0% | -34.2% |
| 6M | -42.1% | +57.5% | -99.6% | -47.6% |
| YTD | +61.9% | -5.8% | +67.7% | +59.4% |
| 1Y | +163.0% | -11.4% | +174.4% | +162.4% |
| 3Y | +1,358.0% | -22.5% | +1,380.5% | +1,337.8% |
| All | +562.5% | +11.7% | +550.7% | +446.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling