+2,050.0%
LLY vs ACGL
+329.5%
+1,720.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -1.4% | +2.7% | +1.8% |
| 30D | +21.5% | +12.4% | +9.2% | +17.6% |
| 3M | +18.5% | +11.1% | +7.4% | +14.9% |
| 6M | +49.1% | +16.3% | +32.8% | +42.7% |
| YTD | +34.4% | +13.8% | +20.6% | +29.2% |
| 1Y | +46.3% | +20.4% | +25.9% | +38.5% |
| 3Y | +145.5% | +33.6% | +111.9% | +123.6% |
| 5Y | +472.7% | +176.8% | +295.8% | +317.0% |
| 10Y | +2,050.0% | +324.6% | +1,725.4% | +1,364.1% |
| All | +2,050.0% | +329.5% | +1,720.5% | +1,364.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling