+65.6%
LMT vs DUOL
+3.5%
+62.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +2.1% |
| 7D | -1.5% | -7.8% | +6.3% | -1.5% |
| 30D | -8.2% | +11.8% | -20.1% | -8.4% |
| 3M | +3.7% | +24.1% | -20.4% | +3.4% |
| 6M | -19.2% | +43.6% | -62.8% | -19.5% |
| YTD | +12.9% | -16.6% | +29.4% | +12.9% |
| 1Y | +19.8% | -46.0% | +65.8% | +20.3% |
| 3Y | +37.3% | -6.5% | +43.7% | +36.1% |
| 5Y | +74.4% | -7.4% | +81.8% | +71.5% |
| All | +65.6% | +3.5% | +62.1% | +63.6% |
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