+76.9%
AJG vs LDOS
+38.1%
+38.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -7.4% | -4.2% | -3.2% | -6.4% |
| 30D | -3.0% | -7.9% | +4.9% | -1.1% |
| 3M | +12.8% | +4.1% | +8.7% | +11.0% |
| 6M | +12.8% | -28.2% | +41.0% | +21.8% |
| YTD | -4.7% | -28.5% | +23.8% | +2.4% |
| 1Y | -17.2% | -27.7% | +10.5% | -11.3% |
| 3Y | +10.2% | +38.4% | -28.2% | -6.2% |
| 5Y | +76.9% | +38.0% | +39.0% | +52.4% |
| All | +76.9% | +38.1% | +38.8% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling