+162.9%
LII vs ACGL
+322.9%
-160.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -0.2% | -1.2% | +1.0% | +0.3% |
| 30D | -0.6% | +12.8% | -13.4% | -5.1% |
| 3M | -17.0% | +12.3% | -29.3% | -20.7% |
| 6M | -31.1% | +15.8% | -47.0% | -35.1% |
| YTD | -27.7% | +13.9% | -41.5% | -31.7% |
| 1Y | -26.2% | +19.0% | -45.2% | -31.5% |
| 3Y | -9.6% | +33.7% | -43.3% | -22.0% |
| 5Y | +15.7% | +173.4% | -157.7% | -28.5% |
| All | +162.9% | +322.9% | -160.0% | +30.9% |
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