+11,577.2%
AJG vs LH
+1,291.7%
+10,285.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.2% |
| 7D | -8.5% | -7.4% | -1.1% | -7.6% |
| 30D | -3.8% | -4.6% | +0.8% | -3.2% |
| 3M | +10.8% | +14.5% | -3.7% | +8.9% |
| 6M | +15.6% | +14.8% | +0.8% | +13.5% |
| YTD | -5.1% | +23.3% | -28.4% | -7.8% |
| 1Y | -16.0% | +13.6% | -29.6% | -17.5% |
| 3Y | +9.7% | +56.3% | -46.6% | +3.0% |
| 5Y | +77.8% | +25.2% | +52.6% | +71.0% |
| 10Y | +478.2% | +179.1% | +299.2% | +403.3% |
| All | +11,577.2% | +1,291.7% | +10,285.5% | +8,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling