+141.8%
LNT vs ACGL
+263.8%
-122.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.8% |
| 7D | +1.0% | -2.9% | +4.0% | +2.0% |
| 30D | -1.1% | -2.8% | +1.7% | -0.2% |
| 3M | -3.6% | +6.8% | -10.4% | -5.8% |
| 6M | -2.7% | -1.5% | -1.1% | -2.4% |
| YTD | +8.0% | -0.2% | +8.2% | +7.5% |
| 1Y | +10.5% | +5.3% | +5.2% | +7.8% |
| 3Y | +49.6% | +30.3% | +19.3% | +33.0% |
| 5Y | +32.2% | +151.8% | -119.6% | -10.5% |
| 10Y | +141.8% | +266.9% | -125.1% | +40.2% |
| All | +141.8% | +263.8% | -122.0% | +40.2% |
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