+544.5%
LNG vs ACGL
+270.1%
+274.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -6.7% | -2.1% | -4.6% | -5.9% |
| 30D | +3.9% | -2.2% | +6.0% | +4.8% |
| 3M | +15.5% | +6.3% | +9.2% | +12.6% |
| 6M | +10.5% | +0.5% | +10.0% | +9.7% |
| YTD | +43.0% | +0.2% | +42.8% | +41.7% |
| 1Y | +18.9% | +7.3% | +11.6% | +14.4% |
| 3Y | +74.7% | +30.8% | +43.8% | +50.9% |
| 5Y | +231.2% | +155.8% | +75.5% | +105.7% |
| 10Y | +544.5% | +276.3% | +268.2% | +233.8% |
| All | +544.5% | +270.1% | +274.4% | +233.8% |
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