+167.7%
LTH vs DUOL
+14.0%
+153.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.5% | -0.8% |
| 7D | +0.3% | +1.8% | -1.5% | -0.2% |
| 30D | +17.7% | +11.1% | +6.6% | +14.3% |
| 3M | +8.5% | +21.2% | -12.7% | +2.7% |
| 6M | +46.9% | +56.1% | -9.1% | +30.1% |
| YTD | +78.8% | -6.5% | +85.3% | +75.6% |
| 1Y | +84.9% | -15.8% | +100.7% | +85.4% |
| 3Y | +246.4% | -22.4% | +268.8% | +229.1% |
| 5Y | +129.6% | +8.3% | +121.2% | +63.6% |
| All | +167.7% | +14.0% | +153.7% | +90.4% |
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 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