+84.6%
AJG vs LSCC
+40.9%
+43.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +3.4% | +5.0% | -1.7% | +3.3% |
| 30D | +21.5% | -11.7% | +33.2% | +21.8% |
| 3M | +12.3% | -13.3% | +25.6% | +12.6% |
| 6M | +43.0% | -12.5% | +55.5% | +42.4% |
| YTD | +10.2% | +51.2% | -41.0% | +4.9% |
| 1Y | +13.9% | +65.9% | -52.0% | +7.4% |
| 3Y | +17.2% | +95.3% | -78.2% | +4.2% |
| 5Y | +84.6% | +38.6% | +46.0% | +61.2% |
| All | +84.6% | +40.9% | +43.7% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling