+173.2%
LNT vs ACGL
+332.3%
-159.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | +12.4% | +13.1% | -0.7% | +7.8% |
| 3M | +6.7% | +9.8% | -3.1% | +3.3% |
| 6M | +3.9% | +15.3% | -11.3% | -1.1% |
| YTD | +16.5% | +12.7% | +3.8% | +11.3% |
| 1Y | +12.5% | +20.7% | -8.2% | +5.0% |
| 3Y | +66.9% | +34.3% | +32.6% | +47.5% |
| 5Y | +56.1% | +170.6% | -114.5% | +3.6% |
| 10Y | +173.2% | +330.6% | -157.4% | +69.5% |
| All | +173.2% | +332.3% | -159.1% | +69.5% |
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