+13.4%
AJG vs LDOS
+39.7%
-26.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.5% |
| 7D | -3.8% | -7.1% | +3.4% | -2.5% |
| 30D | +1.6% | -6.1% | +7.7% | +2.7% |
| 3M | +18.6% | +5.6% | +13.0% | +16.7% |
| 6M | +10.9% | -26.9% | +37.8% | +16.7% |
| YTD | -2.0% | -27.9% | +26.0% | +3.1% |
| 1Y | -14.9% | -26.8% | +11.9% | -10.7% |
| 3Y | +13.4% | +39.6% | -26.2% | +3.6% |
| All | +13.4% | +39.7% | -26.3% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling