+1,402.3%
LITE vs ACGL
+337.7%
+1,064.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.6% | +6.4% |
| 7D | -35.9% | +0.9% | -36.8% | -36.3% |
| 30D | -51.5% | +13.7% | -65.3% | -53.4% |
| 3M | -35.7% | +8.0% | -43.8% | -37.6% |
| 6M | -43.0% | +13.3% | -56.2% | -46.0% |
| YTD | +46.1% | +11.8% | +34.3% | +37.9% |
| 1Y | +124.7% | +22.2% | +102.5% | +105.2% |
| 3Y | +1,172.1% | +32.5% | +1,139.6% | +988.6% |
| 5Y | +477.0% | +160.2% | +316.8% | +252.3% |
| All | +1,402.3% | +337.7% | +1,064.7% | +580.7% |
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