+901.5%
LITE vs DUOL
-6.3%
+907.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.3% |
| 7D | -1.5% | +5.1% | -6.6% | -2.2% |
| 30D | +6.7% | +14.1% | -7.5% | +4.1% |
| 3M | -6.8% | +41.5% | -48.3% | -12.9% |
| 6M | +29.4% | +60.6% | -31.2% | +16.9% |
| YTD | +139.1% | -12.0% | +151.1% | +139.1% |
| 1Y | +521.0% | -43.4% | +564.4% | +564.1% |
| 3Y | +1,535.3% | +3.7% | +1,531.6% | +1,448.2% |
| All | +901.5% | -6.3% | +907.8% | +731.4% |
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