+1,614.4%
AJG vs LDOS
+494.7%
+1,119.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -1.8% | -5.4% | +3.6% | -0.2% |
| 30D | +4.6% | +4.9% | -0.2% | +2.9% |
| 3M | +24.9% | +7.2% | +17.7% | +21.6% |
| 6M | +17.2% | -24.2% | +41.4% | +26.2% |
| YTD | +2.2% | -25.8% | +28.0% | +10.0% |
| 1Y | -11.5% | -24.7% | +13.2% | -5.2% |
| 3Y | +16.7% | +39.3% | -22.6% | +1.1% |
| 5Y | +89.6% | +43.3% | +46.3% | +61.0% |
| 10Y | +512.4% | +278.6% | +233.8% | +298.8% |
| All | +1,614.4% | +494.7% | +1,119.6% | +849.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling