+135.2%
LTH vs DUOL
-3.3%
+138.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -0.7% |
| 7D | -4.0% | -11.8% | +7.8% | -1.4% |
| 30D | -1.7% | +1.5% | -3.2% | -2.4% |
| 3M | +28.0% | +18.1% | +9.8% | +22.0% |
| 6M | +54.1% | +38.7% | +15.4% | +40.1% |
| YTD | +57.1% | -20.7% | +77.7% | +61.3% |
| 1Y | +45.8% | -49.1% | +94.9% | +62.8% |
| 3Y | +157.6% | -11.0% | +168.6% | +135.2% |
| All | +135.2% | -3.3% | +138.5% | +74.9% |
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