+901.5%
LITE vs ACGL
+161.8%
+739.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.5% |
| 30D | +6.7% | -1.0% | +7.7% | +6.7% |
| 3M | -6.8% | +11.0% | -17.8% | -7.7% |
| 6M | +29.4% | -0.3% | +29.8% | +29.3% |
| YTD | +139.1% | +2.3% | +136.8% | +137.8% |
| 1Y | +521.0% | +6.4% | +514.6% | +512.7% |
| 3Y | +1,535.3% | +34.0% | +1,501.3% | +1,398.3% |
| All | +901.5% | +161.8% | +739.8% | +564.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling