+20.4%
ACGL vs LH
+49.3%
-28.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -1.1% | +4.6% | -5.7% | -2.2% |
| 30D | +13.1% | +19.1% | -6.0% | +8.2% |
| 3M | +9.8% | +16.7% | -7.0% | +5.4% |
| 6M | +15.3% | +47.0% | -31.8% | +3.7% |
| YTD | +12.7% | +49.3% | -36.6% | +1.3% |
| All | +20.4% | +49.3% | -28.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling