+4,269.4%
ACGL vs LH
+1,088.9%
+3,180.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | -0.7% | -2.5% | +1.7% | -0.4% |
| 30D | -1.0% | +4.3% | -5.3% | -1.5% |
| 3M | +11.0% | +25.5% | -14.5% | +8.0% |
| 6M | -0.3% | +17.0% | -17.3% | -2.3% |
| YTD | +2.3% | +31.3% | -29.0% | -1.2% |
| 1Y | +6.4% | +20.0% | -13.6% | +3.8% |
| 3Y | +34.0% | +63.9% | -29.9% | +25.6% |
| 5Y | +161.6% | +30.9% | +130.8% | +150.5% |
| 10Y | +278.6% | +191.4% | +87.2% | +232.6% |
| All | +4,269.4% | +1,088.9% | +3,180.4% | +3,779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling