+446.1%
LITE vs ACGL
+174.7%
+271.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.7% |
| 7D | -44.6% | +6.4% | -50.9% | -44.2% |
| 30D | -55.0% | +16.6% | -71.6% | -54.5% |
| 3M | -38.3% | +11.6% | -49.9% | -37.7% |
| 6M | -48.8% | +17.5% | -66.2% | -48.5% |
| YTD | +38.3% | +15.3% | +23.0% | +39.0% |
| 1Y | +119.0% | +26.3% | +92.7% | +117.0% |
| 3Y | +1,092.0% | +35.9% | +1,056.1% | +1,049.3% |
| 5Y | +446.1% | +168.2% | +277.9% | +283.4% |
| All | +446.1% | +174.7% | +271.4% | +283.4% |
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