-51.2%
LULU vs DUOL
-43.9%
-7.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.7% | -14.6% | -16.9% |
| 7D | -16.7% | +5.1% | -21.8% | -17.3% |
| 30D | -18.5% | +14.1% | -32.7% | -20.4% |
| 3M | -19.5% | +41.5% | -61.0% | -24.1% |
| 6M | -41.9% | +60.6% | -102.5% | -46.5% |
| YTD | -51.6% | -12.0% | -39.6% | -51.9% |
| 1Y | -51.2% | -43.4% | -7.8% | -49.3% |
| All | -51.2% | -43.9% | -7.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling