+143.5%
LTH vs DUOL
+7.3%
+136.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.9% |
| 7D | -0.6% | +5.1% | -5.7% | -1.8% |
| 30D | -4.6% | +14.1% | -18.7% | -7.8% |
| 3M | +32.8% | +41.5% | -8.7% | +21.8% |
| 6M | +64.6% | +60.6% | +4.0% | +44.9% |
| YTD | +62.6% | -12.0% | +74.6% | +63.4% |
| 1Y | +49.9% | -43.4% | +93.3% | +63.7% |
| 3Y | +151.3% | +3.7% | +147.6% | +121.8% |
| All | +143.5% | +7.3% | +136.3% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling