+15.2%
AJG vs LEN
-18.5%
+33.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -5.2% |
| 3M | +9.1% | -15.7% | +24.7% | +9.4% |
| 6M | +15.2% | -16.6% | +31.9% | +15.9% |
| All | +15.2% | -18.5% | +33.7% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling