+2,934.4%
LII vs ACGL
+7,382.5%
-4,448.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.7% |
| 7D | +7.9% | +8.0% | -0.1% | +5.1% |
| 30D | -0.6% | +17.3% | -17.9% | -6.0% |
| 3M | -19.3% | +11.2% | -30.6% | -22.4% |
| 6M | -29.8% | +18.2% | -48.0% | -34.0% |
| YTD | -25.4% | +15.4% | -40.8% | -29.5% |
| 1Y | -26.2% | +26.5% | -52.7% | -32.5% |
| 3Y | -4.5% | +36.1% | -40.6% | -16.6% |
| 5Y | +26.7% | +175.9% | -149.3% | -15.3% |
| 10Y | +179.5% | +352.4% | -173.0% | +51.8% |
| All | +2,934.4% | +7,382.5% | -4,448.1% | +1,003.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling