+1,236.1%
LSCC vs ACGL
+337.7%
+898.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +8.2% |
| 7D | +13.0% | +0.9% | +12.1% | +12.5% |
| 30D | -19.8% | +13.7% | -33.6% | -23.9% |
| 3M | -18.4% | +8.0% | -26.4% | -21.3% |
| 6M | -16.1% | +13.3% | -29.4% | -21.6% |
| YTD | +42.7% | +11.8% | +30.9% | +33.3% |
| 1Y | +68.0% | +22.2% | +45.8% | +51.0% |
| 3Y | +85.8% | +32.5% | +53.4% | +55.2% |
| 5Y | +28.0% | +160.2% | -132.2% | -27.4% |
| All | +1,236.1% | +337.7% | +898.5% | +442.2% |
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