+27.6%
LII vs ACGL
+161.8%
-134.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -12.6% | -1.0% | -11.6% | -12.4% |
| 3M | -24.4% | +11.0% | -35.5% | -26.8% |
| 6M | -28.7% | -0.3% | -28.4% | -28.7% |
| YTD | -19.1% | +2.3% | -21.4% | -20.0% |
| 1Y | -29.7% | +6.4% | -36.1% | -31.4% |
| 3Y | +4.8% | +34.0% | -29.2% | -8.6% |
| All | +27.6% | +161.8% | -134.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling