+10.0%
AJG vs LII
-1.0%
+11.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.7% |
| 7D | -7.4% | +0.5% | -7.9% | -7.4% |
| 30D | -3.0% | -11.2% | +8.3% | -2.2% |
| 3M | +12.8% | -28.8% | +41.6% | +15.1% |
| 6M | +12.8% | -26.9% | +39.8% | +14.4% |
| YTD | -4.7% | -22.2% | +17.4% | -4.2% |
| 1Y | -17.2% | -32.0% | +14.8% | -15.7% |
| All | +10.0% | -1.0% | +11.0% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling