+69.6%
LSCC vs DUOL
-38.2%
+107.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.0% | -24.7% | +4.1% |
| 7D | +3.0% | +19.3% | -16.3% | +5.1% |
| 30D | -19.3% | +9.6% | -28.9% | -18.3% |
| 3M | -22.3% | +17.1% | -39.4% | -20.3% |
| 6M | -14.6% | +46.3% | -60.9% | -11.4% |
| YTD | +45.8% | -8.1% | +53.9% | +60.9% |
| 1Y | +69.6% | -38.5% | +108.1% | +95.4% |
| All | +69.6% | -38.2% | +107.8% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling