+1,916.8%
LITE vs AJG
+13.2%
+1,903.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.0% | +15.1% | +8.8% |
| 7D | +12.6% | -3.8% | +16.4% | +10.5% |
| 30D | +9.9% | +1.6% | +8.3% | +11.5% |
| 3M | +9.3% | +18.6% | -9.3% | +19.0% |
| 6M | +75.2% | +10.9% | +64.3% | +88.4% |
| YTD | +165.5% | -2.0% | +167.4% | +177.7% |
| 1Y | +555.0% | -14.9% | +569.9% | +588.1% |
| All | +1,916.8% | +13.2% | +1,903.6% | +1,890.9% |
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