+438.9%
LLY vs ACGL
+174.7%
+264.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -0.7% | +6.4% | -7.0% | -2.4% |
| 30D | +17.9% | +16.6% | +1.3% | +12.9% |
| 3M | +16.8% | +11.6% | +5.2% | +13.2% |
| 6M | +38.4% | +17.5% | +21.0% | +32.2% |
| YTD | +27.6% | +15.3% | +12.3% | +22.2% |
| 1Y | +48.3% | +26.3% | +22.0% | +38.7% |
| 3Y | +145.4% | +35.9% | +109.4% | +123.3% |
| 5Y | +438.9% | +168.2% | +270.7% | +291.9% |
| All | +438.9% | +174.7% | +264.2% | +291.9% |
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