+323.5%
ACGL vs LH
+263.7%
+59.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -1.2% | +2.5% | -3.7% | -2.3% |
| 30D | +12.8% | +18.7% | -5.9% | +4.4% |
| 3M | +12.3% | +15.3% | -3.1% | +5.0% |
| 6M | +15.8% | +45.4% | -29.6% | -2.4% |
| YTD | +13.9% | +49.5% | -35.6% | -5.7% |
| 1Y | +19.0% | +41.4% | -22.4% | +1.0% |
| 3Y | +33.7% | +87.6% | -54.0% | -2.7% |
| 5Y | +173.4% | +53.8% | +119.6% | +114.2% |
| All | +323.5% | +263.7% | +59.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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