+73.5%
LSCC vs ACGL
+35.5%
+37.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | -4.8% | +6.4% | -11.2% | -3.6% |
| 30D | -27.1% | +16.6% | -43.7% | -25.0% |
| 3M | -23.6% | +11.6% | -35.2% | -21.7% |
| 6M | -19.8% | +17.5% | -37.3% | -17.6% |
| YTD | +33.2% | +15.3% | +18.0% | +37.0% |
| 1Y | +55.2% | +26.3% | +28.9% | +58.4% |
| All | +73.5% | +35.5% | +37.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling