+4,603.0%
AJG vs LII
+2,817.4%
+1,785.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +0.5% | +2.9% | -2.5% | -0.2% |
| 30D | +19.4% | +0.9% | +18.5% | +19.0% |
| 3M | +11.9% | -15.5% | +27.4% | +15.9% |
| 6M | +48.3% | -30.2% | +78.5% | +58.1% |
| YTD | +10.3% | -26.8% | +37.2% | +15.6% |
| 1Y | +11.5% | -25.3% | +36.8% | +16.2% |
| 3Y | +17.5% | -7.8% | +25.3% | +13.8% |
| 5Y | +79.8% | +17.0% | +62.8% | +62.1% |
| 10Y | +541.5% | +169.9% | +371.6% | +376.1% |
| All | +4,603.0% | +2,817.4% | +1,785.6% | +1,944.4% |
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 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