+1,321.8%
LITE vs ACGL
+351.1%
+970.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.7% |
| 7D | -44.6% | +6.4% | -50.9% | -45.6% |
| 30D | -55.0% | +16.6% | -71.6% | -57.0% |
| 3M | -38.3% | +11.6% | -49.9% | -40.5% |
| 6M | -48.8% | +17.5% | -66.2% | -51.9% |
| YTD | +38.3% | +15.3% | +23.0% | +29.6% |
| 1Y | +119.0% | +26.3% | +92.7% | +98.4% |
| 3Y | +1,092.0% | +35.9% | +1,056.1% | +915.1% |
| 5Y | +446.1% | +168.2% | +277.9% | +231.1% |
| All | +1,321.8% | +351.1% | +970.7% | +539.8% |
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