+5,083.9%
LITE vs AJG
+569.4%
+4,514.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | -1.5% | -1.8% | +0.3% | -1.1% |
| 30D | +6.7% | +4.6% | +2.0% | +4.9% |
| 3M | -6.8% | +24.9% | -31.7% | -15.5% |
| 6M | +29.4% | +17.2% | +12.2% | +19.1% |
| YTD | +139.1% | +2.2% | +136.9% | +129.7% |
| 1Y | +521.0% | -11.5% | +532.5% | +530.9% |
| 3Y | +1,535.3% | +16.7% | +1,518.6% | +1,260.6% |
| 5Y | +889.8% | +89.6% | +800.2% | +491.2% |
| 10Y | +2,400.7% | +512.4% | +1,888.3% | +617.6% |
| All | +5,083.9% | +569.4% | +4,514.5% | +1,539.4% |
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