-18.7%
LEN vs ACGL
+31.5%
-50.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.5% |
| 7D | +2.1% | +0.9% | +1.2% | +2.0% |
| 30D | +16.6% | +13.7% | +2.8% | +14.3% |
| 3M | +5.3% | +8.0% | -2.7% | +4.0% |
| 6M | -0.8% | +13.3% | -14.0% | -2.6% |
| YTD | -11.7% | +11.8% | -23.6% | -13.2% |
| 1Y | -24.6% | +22.2% | -46.8% | -26.8% |
| 3Y | -18.7% | +32.5% | -51.2% | -15.9% |
| All | -18.7% | +31.5% | -50.2% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling