+2,331.0%
LITE vs ACGL
+276.1%
+2,055.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | -6.8% | +11.0% | -17.8% | -10.8% |
| 6M | +29.4% | -0.3% | +29.8% | +27.3% |
| YTD | +139.1% | +2.3% | +136.8% | +132.6% |
| 1Y | +521.0% | +6.4% | +514.6% | +492.1% |
| 3Y | +1,535.3% | +34.0% | +1,501.3% | +1,276.0% |
| 5Y | +889.8% | +161.6% | +728.2% | +496.0% |
| All | +2,331.0% | +276.1% | +2,055.0% | +1,150.2% |
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 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