+32.5%
ACGL vs LH
+80.4%
-47.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | +0.9% | +1.4% | -0.6% | +0.5% |
| 30D | +13.7% | +17.5% | -3.8% | +8.8% |
| 3M | +8.0% | +16.1% | -8.0% | +3.6% |
| 6M | +13.3% | +43.4% | -30.1% | +2.3% |
| YTD | +11.8% | +47.2% | -35.4% | 0.0% |
| 1Y | +22.2% | +50.1% | -27.9% | +8.6% |
| 3Y | +32.5% | +81.2% | -48.7% | +13.5% |
| All | +32.5% | +80.4% | -47.9% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling