-14.6%
LSCC vs ACGL
+19.0%
-33.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +5.4% |
| 7D | +3.0% | +8.0% | -5.0% | +16.5% |
| 30D | -19.3% | +17.3% | -36.6% | +4.6% |
| 3M | -22.3% | +11.2% | -33.5% | -6.3% |
| 6M | -14.6% | +18.2% | -32.8% | +25.2% |
| All | -14.6% | +19.0% | -33.6% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling