+76.2%
LSCC vs DUOL
-44.9%
+121.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +0.9% |
| 7D | +5.2% | -7.8% | +13.0% | +4.5% |
| 30D | -9.6% | +11.8% | -21.5% | -8.7% |
| 3M | -17.8% | +24.1% | -41.9% | -16.8% |
| 6M | +37.4% | +43.6% | -6.2% | +37.7% |
| YTD | +59.7% | -16.6% | +76.3% | +70.6% |
| 1Y | +76.2% | -46.0% | +122.3% | +99.3% |
| All | +76.2% | -44.9% | +121.2% | +99.3% |
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