+75.2%
LMT vs DUOL
-15.6%
+90.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.0% |
| 7D | -0.5% | -8.6% | +8.1% | -0.4% |
| 30D | -10.8% | +7.2% | -17.9% | -10.9% |
| 3M | +1.6% | +19.1% | -17.5% | +1.3% |
| 6M | -17.6% | +52.5% | -70.1% | -18.0% |
| YTD | +11.6% | -17.3% | +28.9% | +11.6% |
| 1Y | +17.2% | -49.2% | +66.5% | +17.9% |
| 3Y | +35.7% | -7.3% | +43.0% | +34.4% |
| 5Y | +75.2% | -16.3% | +91.5% | +72.5% |
| All | +75.2% | -15.6% | +90.8% | +72.5% |
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