+64.9%
AJG vs LTH
+150.5%
-85.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -8.3% | -4.0% | -4.3% | -7.8% |
| 30D | -5.7% | -5.3% | -0.4% | -5.1% |
| 3M | +9.1% | +19.0% | -9.9% | +6.8% |
| 6M | +15.2% | +55.8% | -40.6% | +8.6% |
| YTD | -6.3% | +56.1% | -62.4% | -11.9% |
| 1Y | -19.1% | +41.3% | -60.4% | -23.0% |
| 3Y | +8.2% | +156.6% | -148.4% | -5.9% |
| All | +64.9% | +150.5% | -85.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling