+3.7%
LVS vs DUOL
-1.5%
+5.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.7% |
| 7D | -2.7% | -11.8% | +9.1% | -0.9% |
| 30D | -4.7% | +1.5% | -6.2% | -5.1% |
| 3M | -15.6% | +18.1% | -33.7% | -18.4% |
| 6M | -18.6% | +38.7% | -57.3% | -23.5% |
| YTD | -32.3% | -20.7% | -11.6% | -31.1% |
| 1Y | -18.0% | -49.1% | +31.1% | -11.8% |
| 3Y | -5.8% | -11.0% | +5.2% | -15.5% |
| 5Y | +5.7% | -18.0% | +23.7% | -24.9% |
| All | +3.7% | -1.5% | +5.3% | -26.5% |
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