+2,092.3%
LNG vs ACGL
+4,429.2%
-2,336.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.0% |
| 7D | +3.4% | -0.7% | +4.2% | +3.6% |
| 30D | +14.9% | -1.0% | +15.9% | +15.2% |
| 3M | +21.4% | +11.0% | +10.3% | +17.0% |
| 6M | +17.8% | -0.3% | +18.1% | +17.4% |
| YTD | +51.3% | +2.3% | +49.0% | +49.2% |
| 1Y | +24.4% | +6.4% | +18.1% | +20.9% |
| 3Y | +79.7% | +34.0% | +45.7% | +58.8% |
| 5Y | +241.3% | +161.6% | +79.7% | +136.4% |
| 10Y | +603.1% | +278.6% | +324.5% | +319.3% |
| All | +2,092.3% | +4,429.2% | -2,336.9% | +742.9% |
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 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