+1,379.1%
LSCC vs ACGL
+332.3%
+1,046.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.7% | +8.2% |
| 7D | +19.3% | -1.1% | +20.4% | +19.6% |
| 30D | -9.6% | +13.1% | -22.8% | -14.0% |
| 3M | -12.4% | +9.8% | -22.2% | -16.0% |
| 6M | -10.5% | +15.3% | -25.7% | -16.9% |
| YTD | +54.8% | +12.7% | +42.1% | +44.2% |
| 1Y | +79.4% | +20.7% | +58.7% | +62.2% |
| 3Y | +109.6% | +34.3% | +75.3% | +74.1% |
| 5Y | +40.4% | +170.6% | -130.2% | -21.8% |
| 10Y | +1,379.1% | +330.6% | +1,048.5% | +488.4% |
| All | +1,379.1% | +332.3% | +1,046.8% | +488.4% |
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