+143.7%
LEN vs ACGL
+332.0%
-188.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +0.7% | +1.3% | -0.6% | +0.1% |
| 30D | +13.0% | +14.2% | -1.2% | +6.1% |
| 3M | +1.9% | +11.1% | -9.2% | -3.1% |
| 6M | -0.7% | +16.4% | -17.1% | -8.2% |
| YTD | -13.8% | +13.8% | -27.6% | -19.7% |
| 1Y | -28.1% | +21.6% | -49.6% | -35.2% |
| 3Y | -22.8% | +33.5% | -56.4% | -36.5% |
| 5Y | -7.4% | +174.8% | -182.2% | -51.9% |
| 10Y | +143.7% | +330.4% | -186.7% | -7.7% |
| All | +143.7% | +332.0% | -188.3% | -7.7% |
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