+546.6%
LITE vs DUOL
+13.5%
+533.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.4% |
| 7D | -35.9% | +21.9% | -57.8% | -37.5% |
| 30D | -51.5% | +5.7% | -57.3% | -52.0% |
| 3M | -35.7% | +30.9% | -66.6% | -38.7% |
| 6M | -43.0% | +52.8% | -95.7% | -47.8% |
| YTD | +46.1% | -8.6% | +54.7% | +44.6% |
| 1Y | +124.7% | -17.2% | +141.9% | +126.2% |
| 3Y | +1,172.1% | +2.0% | +1,170.1% | +1,108.2% |
| 5Y | +477.0% | +4.4% | +472.7% | +383.7% |
| All | +546.6% | +13.5% | +533.1% | +436.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling