-11.5%
AJG vs LTH
+54.1%
-65.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +4.6% | -4.6% | +9.2% | +4.9% |
| 3M | +24.9% | +32.8% | -7.9% | +24.3% |
| 6M | +17.2% | +64.6% | -47.4% | +14.3% |
| YTD | +2.2% | +62.6% | -60.5% | -0.9% |
| 1Y | -11.5% | +49.9% | -61.5% | -12.7% |
| All | -11.5% | +54.1% | -65.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling