+95.6%
LLY vs DUOL
-5.7%
+101.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -2.1% |
| 7D | -3.1% | -7.8% | +4.7% | -3.0% |
| 30D | -5.1% | +11.8% | -16.9% | -5.2% |
| 3M | -2.1% | +24.1% | -26.2% | -2.4% |
| 6M | +13.8% | +43.6% | -29.8% | +13.3% |
| YTD | +5.1% | -16.6% | +21.7% | +5.4% |
| 1Y | +53.1% | -46.0% | +99.2% | +54.6% |
| 3Y | +95.6% | -6.5% | +102.1% | +86.0% |
| All | +95.6% | -5.7% | +101.3% | +86.0% |
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