+4,254.8%
AJG vs LII
+3,124.4%
+1,130.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +4.6% | -12.6% | +17.3% | +7.6% |
| 3M | +24.9% | -24.4% | +49.4% | +31.2% |
| 6M | +17.2% | -28.7% | +45.9% | +24.0% |
| YTD | +2.2% | -19.1% | +21.3% | +4.9% |
| 1Y | -11.5% | -29.7% | +18.2% | -6.6% |
| 3Y | +16.7% | +4.8% | +11.9% | +9.8% |
| 5Y | +89.6% | +24.6% | +65.1% | +68.8% |
| 10Y | +512.4% | +169.2% | +343.2% | +354.6% |
| All | +4,254.8% | +3,124.4% | +1,130.4% | +1,755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling