-28.0%
LII vs ACGL
+26.1%
-54.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +0.2% | +6.4% | -6.2% | -0.7% |
| 30D | -4.6% | +16.6% | -21.2% | -6.7% |
| 3M | -21.7% | +11.6% | -33.2% | -23.0% |
| 6M | -32.8% | +17.5% | -50.2% | -32.8% |
| YTD | -27.5% | +15.3% | -42.8% | -27.6% |
| 1Y | -28.0% | +26.3% | -54.3% | -33.0% |
| All | -28.0% | +26.1% | -54.1% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling