+3,409.5%
LITE vs AJG
+622.9%
+2,786.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -4.9% |
| 7D | +10.8% | +0.5% | +10.3% | +10.6% |
| 30D | -33.4% | +19.4% | -52.8% | -36.4% |
| 3M | -32.2% | +11.9% | -44.1% | -34.8% |
| 6M | -42.1% | +48.3% | -90.3% | -50.7% |
| YTD | +61.9% | +10.3% | +51.5% | +51.5% |
| 1Y | +163.0% | +11.5% | +151.5% | +144.0% |
| 3Y | +1,358.0% | +17.5% | +1,340.5% | +1,135.0% |
| 5Y | +549.9% | +79.8% | +470.1% | +312.2% |
| 10Y | +1,530.1% | +541.5% | +988.6% | +363.5% |
| All | +3,409.5% | +622.9% | +2,786.6% | +981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling