+12,950.0%
AJG vs LSCC
+9,784.2%
+3,165.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -2.8% |
| 7D | +2.0% | +13.0% | -11.0% | +0.9% |
| 30D | +24.0% | -19.8% | +43.8% | +25.7% |
| 3M | +12.2% | -18.4% | +30.6% | +13.2% |
| 6M | +43.9% | -16.1% | +60.0% | +43.5% |
| YTD | +9.8% | +42.7% | -32.9% | +3.7% |
| 1Y | +16.2% | +68.0% | -51.8% | +8.0% |
| 3Y | +19.3% | +85.8% | -66.5% | +6.6% |
| 5Y | +85.0% | +28.0% | +57.0% | +67.3% |
| 10Y | +593.1% | +1,255.1% | -662.0% | +396.3% |
| All | +12,950.0% | +9,784.2% | +3,165.7% | +7,293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling