+216.8%
LUNR vs DUOL
-9.6%
+226.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -3.1% | -7.0% | +3.9% | -1.5% |
| 30D | -15.3% | +6.7% | -22.1% | -17.6% |
| 3M | -53.2% | +16.0% | -69.2% | -56.2% |
| 6M | -22.2% | +45.4% | -67.6% | -33.2% |
| YTD | -11.6% | -18.1% | +6.5% | -10.3% |
| 1Y | +68.4% | -53.6% | +122.0% | +102.5% |
| 3Y | +216.8% | -11.0% | +227.7% | +258.8% |
| All | +216.8% | -9.6% | +226.4% | +258.8% |
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