+17.2%
AJG vs LSCC
+118.1%
-101.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.4% | -10.6% | +0.6% |
| 7D | -2.2% | +14.5% | -16.7% | -1.0% |
| 30D | +20.6% | -0.1% | +20.6% | +21.3% |
| 3M | +11.5% | -2.7% | +14.2% | +12.4% |
| 6M | +42.9% | -4.8% | +47.7% | +44.0% |
| YTD | +10.0% | +66.9% | -56.9% | +11.6% |
| 1Y | +11.9% | +85.8% | -74.0% | +13.4% |
| All | +17.2% | +118.1% | -101.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling