+8.2%
AJG vs LUMN
+385.3%
-377.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | -8.3% | +2.5% | -10.8% | -8.3% |
| 30D | -5.7% | +10.3% | -16.0% | -5.6% |
| 3M | +9.1% | -18.3% | +27.3% | +9.2% |
| 6M | +15.2% | +4.4% | +10.9% | +15.0% |
| YTD | -6.3% | -10.7% | +4.4% | -6.4% |
| 1Y | -19.1% | +14.0% | -33.1% | -19.8% |
| 3Y | +8.2% | +406.6% | -398.3% | +4.3% |
| All | +8.2% | +385.3% | -377.1% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling