+27.1%
LNG vs ACGL
+16.0%
+11.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.7% |
| 7D | +4.5% | -1.4% | +5.9% | +4.8% |
| 30D | +8.0% | +12.4% | -4.3% | +3.9% |
| 3M | +15.0% | +11.1% | +3.9% | +11.0% |
| 6M | +27.1% | +16.3% | +10.7% | +18.7% |
| All | +27.1% | +16.0% | +11.1% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling