+165.4%
LII vs ACGL
+337.7%
-172.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.8% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | -4.6% | +13.7% | -18.3% | -9.2% |
| 3M | -21.2% | +8.0% | -29.3% | -23.6% |
| 6M | -36.4% | +13.3% | -49.7% | -39.6% |
| YTD | -28.9% | +11.8% | -40.8% | -32.4% |
| 1Y | -29.5% | +22.2% | -51.8% | -35.3% |
| 3Y | -8.6% | +32.5% | -41.1% | -20.9% |
| 5Y | +20.2% | +160.2% | -140.0% | -24.2% |
| All | +165.4% | +337.7% | -172.3% | +28.8% |
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