-31.8%
LVS vs DUOL
-38.2%
+6.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +26.0% | -19.5% | +4.3% |
| 7D | +13.4% | +19.3% | -5.9% | +11.4% |
| 30D | +12.2% | +9.6% | +2.6% | +10.6% |
| 3M | -10.7% | +17.1% | -27.8% | -12.5% |
| 6M | -19.8% | +46.3% | -66.1% | -22.7% |
| YTD | -35.8% | -8.1% | -27.7% | -38.4% |
| 1Y | -31.8% | -38.5% | +6.7% | -33.8% |
| All | -31.8% | -38.2% | +6.4% | -33.8% |
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 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