+796.3%
LNG vs ACGL
+329.5%
+466.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.7% |
| 7D | +4.5% | -1.4% | +5.9% | +5.1% |
| 30D | +8.0% | +12.4% | -4.3% | +3.0% |
| 3M | +15.0% | +11.1% | +3.9% | +10.1% |
| 6M | +27.1% | +16.3% | +10.7% | +19.2% |
| YTD | +58.1% | +13.8% | +44.3% | +48.8% |
| 1Y | +45.0% | +20.4% | +24.6% | +33.2% |
| 3Y | +82.6% | +33.6% | +49.1% | +57.5% |
| 5Y | +206.8% | +176.8% | +30.0% | +84.6% |
| 10Y | +796.3% | +324.6% | +471.7% | +332.7% |
| All | +796.3% | +329.5% | +466.9% | +332.7% |
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