+25.4%
LSCC vs DUOL
+2.2%
+23.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.4% |
| 7D | +1.3% | +5.1% | -3.8% | +0.5% |
| 30D | -9.7% | +14.1% | -23.8% | -11.8% |
| 3M | -23.7% | +41.5% | -65.2% | -29.0% |
| 6M | +26.5% | +60.6% | -34.1% | +13.2% |
| YTD | +57.5% | -12.0% | +69.5% | +60.2% |
| 1Y | +75.7% | -43.4% | +119.0% | +94.5% |
| All | +25.4% | +2.2% | +23.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling