+466.5%
AJG vs LDOS
+267.6%
+198.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -8.5% | -2.1% | -6.4% | -7.8% |
| 30D | -3.8% | -8.0% | +4.3% | -1.1% |
| 3M | +10.8% | +6.8% | +4.0% | +7.4% |
| 6M | +15.6% | -24.5% | +40.1% | +26.4% |
| YTD | -5.1% | -27.8% | +22.6% | +4.6% |
| 1Y | -16.0% | -27.4% | +11.4% | -7.7% |
| 3Y | +9.7% | +39.9% | -30.2% | -10.2% |
| 5Y | +77.8% | +42.1% | +35.7% | +42.2% |
| All | +466.5% | +267.6% | +198.8% | +232.5% |
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