+240.5%
LNG vs DUOL
-1.5%
+242.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | -6.7% | -11.8% | +5.1% | -6.0% |
| 30D | +3.9% | +1.5% | +2.4% | +3.7% |
| 3M | +15.5% | +18.1% | -2.6% | +13.8% |
| 6M | +10.5% | +38.7% | -28.1% | +7.3% |
| YTD | +43.0% | -20.7% | +63.6% | +44.3% |
| 1Y | +18.9% | -49.1% | +68.0% | +23.4% |
| 3Y | +74.7% | -11.0% | +85.7% | +70.6% |
| 5Y | +231.2% | -18.0% | +249.2% | +201.7% |
| All | +240.5% | -1.5% | +242.1% | +206.7% |
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