+17.4%
AJG vs LDOS
+37.2%
-19.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +3.4% | +1.9% | +1.5% | +2.9% |
| 30D | +21.5% | +12.8% | +8.7% | +18.4% |
| 3M | +12.3% | -1.0% | +13.3% | +12.1% |
| 6M | +43.0% | +6.2% | +36.8% | +40.1% |
| YTD | +10.2% | -23.2% | +33.4% | +14.3% |
| 1Y | +13.9% | -29.5% | +43.4% | +20.1% |
| All | +17.4% | +37.2% | -19.7% | +3.8% |
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