+459.5%
AJG vs LUMN
-55.8%
+515.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -8.3% | +2.5% | -10.8% | -8.4% |
| 30D | -5.7% | +10.3% | -16.0% | -6.1% |
| 3M | +9.1% | -18.3% | +27.3% | +9.8% |
| 6M | +15.2% | +4.4% | +10.9% | +14.1% |
| YTD | -6.3% | -10.7% | +4.4% | -6.9% |
| 1Y | -19.1% | +14.0% | -33.1% | -21.5% |
| 3Y | +8.2% | +406.6% | -398.3% | -14.5% |
| 5Y | +75.6% | -36.8% | +112.4% | +81.3% |
| All | +459.5% | -55.8% | +515.3% | +441.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 10y: compounded portfolio wealth divided by compounded LUMN 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…
10y analysis · Full analysis span regression · 6 months rolling