+80.2%
AJG vs LSCC
+33.9%
+46.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.5% | +2.1% |
| 7D | +0.5% | +7.0% | -6.5% | +0.4% |
| 30D | +19.4% | -2.3% | +21.7% | +19.4% |
| 3M | +11.9% | -12.5% | +24.4% | +12.2% |
| 6M | +48.3% | -10.6% | +58.8% | +47.5% |
| YTD | +10.3% | +52.7% | -42.4% | +5.0% |
| 1Y | +11.5% | +74.0% | -62.5% | +4.8% |
| 3Y | +17.5% | +104.8% | -87.2% | +3.9% |
| All | +80.2% | +33.9% | +46.2% | +58.4% |
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