+1,014.7%
LITE vs AJG
+77.5%
+937.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +0.6% |
| 7D | +13.6% | -7.4% | +21.0% | +12.4% |
| 30D | +21.6% | -3.0% | +24.5% | +21.1% |
| 3M | +20.3% | +12.8% | +7.5% | +19.8% |
| 6M | +54.4% | +12.8% | +41.5% | +53.8% |
| YTD | +168.3% | -4.7% | +173.1% | +171.2% |
| 1Y | +551.8% | -17.2% | +569.0% | +582.3% |
| 3Y | +1,891.5% | +10.2% | +1,881.3% | +1,671.0% |
| 5Y | +1,014.7% | +76.9% | +937.8% | +588.1% |
| All | +1,014.7% | +77.5% | +937.2% | +588.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling