+542.4%
LITE vs ACGL
+174.8%
+367.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.7% |
| 7D | -13.9% | +1.3% | -15.2% | -13.8% |
| 30D | -46.9% | +14.2% | -61.1% | -46.4% |
| 3M | -28.0% | +11.1% | -39.1% | -27.4% |
| 6M | -35.2% | +16.4% | -51.6% | -34.9% |
| YTD | +58.9% | +13.8% | +45.1% | +59.6% |
| 1Y | +125.3% | +21.6% | +103.8% | +124.0% |
| 3Y | +1,344.4% | +33.5% | +1,310.9% | +1,294.2% |
| All | +542.4% | +174.8% | +367.5% | +348.8% |
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