-70.4%
LYFT vs DUOL
-17.6%
-52.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -8.4% | -7.0% | -1.4% | -6.5% |
| 30D | -7.6% | +6.7% | -14.3% | -9.6% |
| 3M | +11.7% | +16.0% | -4.3% | +6.0% |
| 6M | +15.1% | +45.4% | -30.3% | +1.7% |
| YTD | -20.9% | -18.1% | -2.8% | -18.6% |
| 1Y | -16.4% | -53.6% | +37.2% | -1.6% |
| 3Y | +35.2% | -11.0% | +46.2% | +16.4% |
| All | -70.4% | -17.6% | -52.8% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling