+124.7%
LITE vs ACGL
+22.6%
+102.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.6% | +1.1% |
| 7D | -35.9% | +0.9% | -36.8% | -34.2% |
| 30D | -51.5% | +13.7% | -65.3% | -40.4% |
| 3M | -35.7% | +8.0% | -43.8% | -25.5% |
| 6M | -43.0% | +13.3% | -56.2% | -27.7% |
| YTD | +46.1% | +11.8% | +34.3% | +90.9% |
| 1Y | +124.7% | +22.2% | +102.5% | +267.9% |
| All | +124.7% | +22.6% | +102.1% | +267.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling