+13,776.8%
LLY vs ACGL
+5,005.0%
+8,771.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -0.7% | +6.4% | -7.0% | -1.9% |
| 30D | +17.9% | +16.6% | +1.3% | +14.3% |
| 3M | +16.8% | +11.6% | +5.2% | +14.2% |
| 6M | +38.4% | +17.5% | +21.0% | +33.9% |
| YTD | +27.6% | +15.3% | +12.3% | +23.7% |
| 1Y | +48.3% | +26.3% | +22.0% | +41.2% |
| 3Y | +145.4% | +35.9% | +109.4% | +128.7% |
| 5Y | +438.9% | +168.2% | +270.7% | +334.5% |
| 10Y | +2,101.6% | +352.0% | +1,749.6% | +1,467.3% |
| All | +13,776.8% | +5,005.0% | +8,771.9% | +7,278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling