'League' is often used in sport and it's helpful to remember this when we think that it refers to 'level' or 'grade'. So if a person is in a league of his own he is at a greater level than the average. eg. I would say 'Roger Federer is in a league of his own.' Of course, it's my opinion but many people will agree - I hope
I can also use this outside of the context of sport.
Also see the example given in the glossary on this site:
Out of my league - Idiom Definition - UsingEnglish.com
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