+104.8%
LSCC vs DUOL
-20.2%
+125.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.0% | -10.5% | -6.1% |
| 7D | +7.0% | +3.0% | +3.9% | +6.5% |
| 30D | -2.3% | +18.3% | -20.6% | -4.8% |
| 3M | -12.5% | +14.7% | -27.2% | -15.0% |
| 6M | -10.6% | +57.5% | -68.1% | -19.5% |
| YTD | +52.7% | -5.8% | +58.5% | +53.5% |
| 1Y | +74.0% | -11.4% | +85.4% | +77.3% |
| 3Y | +104.8% | -22.5% | +127.3% | +96.1% |
| All | +104.8% | -20.2% | +125.0% | +96.1% |
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