+1,351.6%
LSCC vs ACGL
+324.4%
+1,027.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +7.0% | +2.2% | +4.8% | +6.2% |
| 30D | -2.3% | +12.3% | -14.6% | -6.7% |
| 3M | -12.5% | +11.8% | -24.3% | -16.7% |
| 6M | -10.6% | +17.5% | -28.0% | -17.6% |
| YTD | +52.7% | +14.3% | +38.4% | +41.5% |
| 1Y | +74.0% | +18.2% | +55.8% | +58.9% |
| 3Y | +104.8% | +33.2% | +71.6% | +71.2% |
| 5Y | +36.2% | +174.3% | -138.1% | -24.5% |
| All | +1,351.6% | +324.4% | +1,027.2% | +496.6% |
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