+2.5%
LVS vs DUOL
+1.6%
+0.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -3.5% | -7.0% | +3.5% | -2.5% |
| 30D | -6.2% | +6.7% | -13.0% | -7.4% |
| 3M | -14.8% | +16.0% | -30.8% | -17.4% |
| 6M | -20.9% | +45.4% | -66.3% | -26.1% |
| YTD | -33.0% | -18.1% | -14.9% | -32.2% |
| 1Y | -20.0% | -53.6% | +33.5% | -12.5% |
| 3Y | -6.9% | -11.0% | +4.0% | -16.4% |
| 5Y | +9.1% | -17.1% | +26.2% | -22.9% |
| All | +2.5% | +1.6% | +0.9% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling