+1,612.0%
LLY vs ACGL
+276.1%
+1,335.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -1.6% | -1.0% | -0.6% | -1.4% |
| 3M | +2.3% | +11.0% | -8.8% | -0.7% |
| 6M | +14.9% | -0.3% | +15.2% | +14.8% |
| YTD | +7.5% | +2.3% | +5.2% | +6.5% |
| 1Y | +55.7% | +6.4% | +49.3% | +52.5% |
| 3Y | +110.6% | +34.0% | +76.6% | +91.5% |
| 5Y | +363.4% | +161.6% | +201.8% | +242.7% |
| All | +1,612.0% | +276.1% | +1,335.9% | +1,066.0% |
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