+75.2%
AJG vs LH
+27.0%
+48.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -8.3% | -4.7% | -3.6% | -6.9% |
| 30D | -5.7% | -3.5% | -2.2% | -4.6% |
| 3M | +9.1% | +17.7% | -8.6% | +3.6% |
| 6M | +15.2% | +15.8% | -0.6% | +9.9% |
| YTD | -6.3% | +25.1% | -31.4% | -13.0% |
| 1Y | -19.1% | +12.5% | -31.6% | -22.5% |
| 3Y | +8.2% | +59.8% | -51.5% | -8.8% |
| All | +75.2% | +27.0% | +48.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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