+72.6%
AJG vs LTH
+156.3%
-83.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.8% |
| 7D | -3.8% | +1.5% | -5.3% | -3.9% |
| 30D | +1.6% | -3.1% | +4.7% | +2.0% |
| 3M | +18.6% | +28.1% | -9.5% | +15.1% |
| 6M | +10.9% | +67.4% | -56.5% | +3.5% |
| YTD | -2.0% | +59.8% | -61.7% | -8.1% |
| 1Y | -14.9% | +45.6% | -60.5% | -19.3% |
| 3Y | +13.4% | +162.0% | -148.6% | -1.6% |
| All | +72.6% | +156.3% | -83.7% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling