+100.6%
LEN vs ACGL
+263.8%
-163.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -2.7% |
| 7D | -2.9% | -2.9% | +0.1% | -1.4% |
| 30D | -8.9% | -2.8% | -6.0% | -7.6% |
| 3M | -10.9% | +6.8% | -17.7% | -14.0% |
| 6M | -19.7% | -1.5% | -18.1% | -19.5% |
| YTD | -20.6% | -0.2% | -20.4% | -21.2% |
| 1Y | -42.4% | +5.3% | -47.7% | -44.5% |
| 3Y | -26.5% | +30.3% | -56.8% | -39.6% |
| 5Y | -10.9% | +151.8% | -162.8% | -52.0% |
| 10Y | +100.6% | +266.9% | -166.2% | -14.3% |
| All | +100.6% | +263.8% | -163.2% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling