+146.4%
AJG vs LCID
-95.9%
+242.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -8.3% | -9.8% | +1.6% | -8.1% |
| 30D | -5.7% | -35.5% | +29.8% | -4.9% |
| 3M | +9.1% | -18.4% | +27.5% | +9.2% |
| 6M | +15.2% | -60.5% | +75.7% | +16.9% |
| YTD | -6.3% | -60.1% | +53.8% | -5.0% |
| 1Y | -19.1% | -78.8% | +59.7% | -17.1% |
| 3Y | +8.2% | -92.8% | +101.0% | +12.4% |
| 5Y | +75.6% | -97.9% | +173.5% | +88.5% |
| All | +146.4% | -95.9% | +242.2% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling