+1,358.0%
LITE vs AJG
+17.5%
+1,340.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -3.1% |
| 7D | +10.8% | +0.5% | +10.3% | +11.2% |
| 30D | -33.4% | +19.4% | -52.8% | -24.1% |
| 3M | -32.2% | +11.9% | -44.1% | -24.6% |
| 6M | -42.1% | +48.3% | -90.3% | -26.8% |
| YTD | +61.9% | +10.3% | +51.5% | +88.0% |
| 1Y | +163.0% | +11.5% | +151.5% | +206.4% |
| 3Y | +1,358.0% | +17.5% | +1,340.5% | +1,695.9% |
| All | +1,358.0% | +17.5% | +1,340.5% | +1,695.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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