+540.8%
AJG vs LDOS
+249.8%
+291.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.7% |
| 30D | +21.5% | +12.8% | +8.7% | +16.4% |
| 3M | +12.3% | -1.0% | +13.3% | +12.4% |
| 6M | +43.0% | +6.2% | +36.8% | +38.7% |
| YTD | +10.2% | -23.2% | +33.4% | +18.9% |
| 1Y | +13.9% | -29.5% | +43.4% | +26.8% |
| 3Y | +17.2% | +37.1% | -19.9% | -2.8% |
| 5Y | +84.6% | +55.6% | +29.0% | +42.6% |
| All | +540.8% | +249.8% | +291.0% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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