+245.6%
LTH vs DUOL
-23.0%
+268.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.9% |
| 7D | +6.4% | +22.4% | -16.0% | +2.3% |
| 30D | +16.7% | +4.5% | +12.2% | +15.2% |
| 3M | +11.7% | +14.2% | -2.5% | +7.8% |
| 6M | +48.5% | +45.1% | +3.4% | +35.7% |
| YTD | +78.4% | -10.7% | +89.1% | +78.6% |
| 1Y | +89.7% | -18.7% | +108.4% | +93.1% |
| 3Y | +245.6% | -25.9% | +271.6% | +249.4% |
| All | +245.6% | -23.0% | +268.6% | +249.4% |
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