+8.2%
AJG vs LEN
-27.3%
+35.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | -8.3% | -4.8% | -3.5% | -7.9% |
| 30D | -5.7% | -6.6% | +0.9% | -5.1% |
| 3M | +9.1% | -15.7% | +24.7% | +10.4% |
| 6M | +15.2% | -16.6% | +31.9% | +16.6% |
| YTD | -6.3% | -21.3% | +15.1% | -5.1% |
| 1Y | -19.1% | -42.0% | +22.9% | -15.9% |
| 3Y | +8.2% | -27.9% | +36.1% | +8.5% |
| All | +8.2% | -27.3% | +35.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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