-22.5%
LEN vs ACGL
+28.7%
-51.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.2% |
| 7D | +10.5% | +8.0% | +2.5% | +8.2% |
| 30D | +24.6% | +17.3% | +7.4% | +19.9% |
| 3M | +6.6% | +11.2% | -4.6% | +3.7% |
| 6M | +10.6% | +18.2% | -7.5% | +6.7% |
| YTD | -8.3% | +15.4% | -23.7% | -10.3% |
| 1Y | -22.5% | +26.5% | -49.1% | -32.4% |
| All | -22.5% | +28.7% | -51.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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