+1,563.7%
LITE vs ACGL
+34.2%
+1,529.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +3.5% |
| 7D | -1.5% | -0.7% | -0.8% | -1.7% |
| 30D | +6.7% | -1.0% | +7.7% | +6.5% |
| 3M | -6.8% | +11.0% | -17.8% | -4.8% |
| 6M | +29.4% | -0.3% | +29.8% | +31.1% |
| YTD | +139.1% | +2.3% | +136.8% | +142.5% |
| 1Y | +521.0% | +6.4% | +514.6% | +531.7% |
| All | +1,563.7% | +34.2% | +1,529.4% | +1,698.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling