+1,839.8%
LNT vs ACGL
+4,429.2%
-2,589.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -0.1% | -0.7% | +0.7% | +0.1% |
| 30D | -3.2% | -1.0% | -2.2% | -3.0% |
| 3M | -4.1% | +11.0% | -15.1% | -6.2% |
| 6M | -4.6% | -0.3% | -4.2% | -4.6% |
| YTD | +7.0% | +2.3% | +4.7% | +6.2% |
| 1Y | +8.3% | +6.4% | +1.9% | +6.5% |
| 3Y | +51.0% | +34.0% | +17.0% | +40.1% |
| 5Y | +30.2% | +161.6% | -131.5% | +3.7% |
| 10Y | +143.6% | +278.6% | -135.0% | +77.1% |
| All | +1,839.8% | +4,429.2% | -2,589.4% | +985.5% |
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 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