-19.1%
AJG vs LII
-34.1%
+15.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -1.2% |
| 7D | -8.3% | -6.3% | -2.0% | -8.2% |
| 30D | -5.7% | -13.0% | +7.4% | -5.6% |
| 3M | +9.1% | -29.0% | +38.1% | +8.9% |
| 6M | +15.2% | -27.7% | +42.9% | +14.4% |
| YTD | -6.3% | -24.2% | +17.9% | -7.4% |
| 1Y | -19.1% | -34.8% | +15.7% | -21.0% |
| All | -19.1% | -34.1% | +15.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling