+162.0%
LTH vs DUOL
-5.7%
+167.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.5% | -0.8% |
| 7D | +1.5% | -7.8% | +9.3% | +3.0% |
| 30D | -3.1% | +11.8% | -14.9% | -5.5% |
| 3M | +28.1% | +24.1% | +4.0% | +21.9% |
| 6M | +67.4% | +43.6% | +23.8% | +53.1% |
| YTD | +59.8% | -16.6% | +76.4% | +63.0% |
| 1Y | +45.6% | -46.0% | +91.6% | +60.0% |
| 3Y | +162.0% | -6.5% | +168.5% | +140.6% |
| All | +162.0% | -5.7% | +167.7% | +140.6% |
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