+34.3%
LNT vs DUOL
+1.6%
+32.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.0% | -7.0% | +5.9% | -1.0% |
| 30D | -4.2% | +6.7% | -11.0% | -4.3% |
| 3M | -6.7% | +16.0% | -22.7% | -6.8% |
| 6M | -3.6% | +45.4% | -49.0% | -3.9% |
| YTD | +5.9% | -18.1% | +24.0% | +6.1% |
| 1Y | +7.3% | -53.6% | +60.8% | +8.1% |
| 3Y | +46.5% | -11.0% | +57.4% | +46.0% |
| 5Y | +32.5% | -17.1% | +49.6% | +29.7% |
| All | +34.3% | +1.6% | +32.7% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling