+3,364.5%
LEN vs ACGL
+4,853.1%
-1,488.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -1.9% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | +16.6% | +13.7% | +2.8% | +10.9% |
| 3M | +5.3% | +8.0% | -2.7% | +2.2% |
| 6M | -0.8% | +13.3% | -14.0% | -5.9% |
| YTD | -11.7% | +11.8% | -23.6% | -16.1% |
| 1Y | -24.6% | +22.2% | -46.8% | -30.9% |
| 3Y | -18.7% | +32.5% | -51.2% | -29.8% |
| 5Y | -4.4% | +160.2% | -164.6% | -38.7% |
| 10Y | +152.2% | +338.5% | -186.3% | +29.4% |
| All | +3,364.5% | +4,853.1% | -1,488.6% | +942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling