-25.6%
LEN vs ACGL
+33.3%
-58.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -8.7% | -1.2% | -7.5% | -8.5% |
| 30D | +11.6% | +12.8% | -1.2% | +9.4% |
| 3M | -1.3% | +12.3% | -13.5% | -3.1% |
| 6M | -1.4% | +15.8% | -17.3% | -3.7% |
| YTD | -16.9% | +13.9% | -30.8% | -18.6% |
| 1Y | -31.2% | +19.0% | -50.2% | -33.0% |
| All | -25.6% | +33.3% | -58.9% | -23.5% |
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