+466.5%
AJG vs LSCC
+1,847.8%
-1,381.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -8.5% | +0.4% | -9.0% | -8.6% |
| 30D | -3.8% | -9.5% | +5.7% | -3.0% |
| 3M | +10.8% | -13.8% | +24.6% | +11.3% |
| 6M | +15.6% | +24.5% | -8.9% | +10.6% |
| YTD | -5.1% | +55.1% | -60.3% | -12.2% |
| 1Y | -16.0% | +72.5% | -88.5% | -23.8% |
| 3Y | +9.7% | +24.5% | -14.8% | +0.5% |
| 5Y | +77.8% | +81.8% | -4.0% | +45.6% |
| All | +466.5% | +1,847.8% | -1,381.3% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling