+170.7%
LII vs ACGL
+351.1%
-180.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +0.2% | +6.4% | -6.2% | -2.1% |
| 30D | -4.6% | +16.6% | -21.2% | -10.1% |
| 3M | -21.7% | +11.6% | -33.2% | -25.0% |
| 6M | -32.8% | +17.5% | -50.2% | -37.0% |
| YTD | -27.5% | +15.3% | -42.8% | -31.9% |
| 1Y | -28.0% | +26.3% | -54.3% | -34.7% |
| 3Y | -7.2% | +35.9% | -43.1% | -20.5% |
| 5Y | +22.6% | +168.2% | -145.6% | -23.5% |
| All | +170.7% | +351.1% | -180.4% | +29.9% |
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 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