+2,043.2%
LLY vs ACGL
+337.7%
+1,705.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.1% |
| 7D | -4.5% | +0.9% | -5.3% | -4.8% |
| 30D | +13.9% | +13.7% | +0.2% | +9.8% |
| 3M | +13.8% | +8.0% | +5.7% | +11.2% |
| 6M | +37.6% | +13.3% | +24.3% | +32.7% |
| YTD | +26.6% | +11.8% | +14.8% | +22.3% |
| 1Y | +45.3% | +22.2% | +23.1% | +37.0% |
| 3Y | +132.2% | +32.5% | +99.7% | +111.9% |
| 5Y | +434.7% | +160.2% | +274.5% | +296.1% |
| All | +2,043.2% | +337.7% | +1,705.5% | +1,382.7% |
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