+2,053.0%
LLY vs ACGL
+322.9%
+1,730.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +22.4% | +12.8% | +9.6% | +18.3% |
| 3M | +17.1% | +12.3% | +4.8% | +13.3% |
| 6M | +44.6% | +15.8% | +28.8% | +38.6% |
| YTD | +33.5% | +13.9% | +19.6% | +28.3% |
| 1Y | +41.1% | +19.0% | +22.1% | +34.0% |
| 3Y | +143.8% | +33.7% | +110.1% | +122.0% |
| 5Y | +473.4% | +173.4% | +300.0% | +319.0% |
| All | +2,053.0% | +322.9% | +1,730.1% | +1,382.0% |
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