+11,175.1%
AJG vs LEN
+9,810.8%
+1,364.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.2% |
| 7D | -8.5% | -7.8% | -0.8% | -7.2% |
| 30D | -3.8% | -11.0% | +7.3% | -1.8% |
| 3M | +10.8% | -12.8% | +23.6% | +13.2% |
| 6M | +15.6% | -20.2% | +35.8% | +19.5% |
| YTD | -5.1% | -23.0% | +17.9% | -1.7% |
| 1Y | -16.0% | -41.8% | +25.8% | -8.9% |
| 3Y | +9.7% | -28.8% | +38.6% | +12.8% |
| 5Y | +77.8% | -12.6% | +90.4% | +73.6% |
| 10Y | +478.2% | +101.7% | +376.5% | +369.1% |
| All | +11,175.1% | +9,810.8% | +1,364.3% | +4,633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling