+1,157.2%
LSCC vs ACGL
+4,429.2%
-3,272.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.5% |
| 7D | +1.3% | -0.7% | +2.1% | +1.5% |
| 30D | -9.7% | -1.0% | -8.7% | -9.5% |
| 3M | -23.7% | +11.0% | -34.8% | -27.0% |
| 6M | +26.5% | -0.3% | +26.8% | +25.0% |
| YTD | +57.5% | +2.3% | +55.2% | +54.0% |
| 1Y | +75.7% | +6.4% | +69.3% | +69.0% |
| 3Y | +19.5% | +34.0% | -14.5% | +3.6% |
| 5Y | +83.8% | +161.6% | -77.9% | +26.6% |
| 10Y | +1,772.4% | +278.6% | +1,493.8% | +1,023.9% |
| All | +1,157.2% | +4,429.2% | -3,272.0% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling