+170.7%
LII vs ACGL
+276.1%
-105.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | -12.6% | -1.0% | -11.6% | -12.3% |
| 3M | -24.4% | +11.0% | -35.5% | -27.5% |
| 6M | -28.7% | -0.3% | -28.4% | -28.9% |
| YTD | -19.1% | +2.3% | -21.4% | -20.4% |
| 1Y | -29.7% | +6.4% | -36.1% | -32.0% |
| 3Y | +4.8% | +34.0% | -29.2% | -10.2% |
| 5Y | +24.6% | +161.6% | -137.1% | -21.8% |
| All | +170.7% | +276.1% | -105.3% | +41.8% |
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