+75.2%
AJG vs LNT
+31.4%
+43.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.3% | -1.0% | -7.2% | -7.9% |
| 30D | -5.7% | -4.2% | -1.4% | -4.0% |
| 3M | +9.1% | -6.7% | +15.8% | +12.1% |
| 6M | +15.2% | -3.6% | +18.8% | +16.6% |
| YTD | -6.3% | +5.9% | -12.2% | -9.0% |
| 1Y | -19.1% | +7.3% | -26.4% | -21.9% |
| 3Y | +8.2% | +46.5% | -38.3% | -7.7% |
| All | +75.2% | +31.4% | +43.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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