+11,036.6%
AJG vs LUMN
+156.1%
+10,880.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | -8.3% | +2.5% | -10.8% | -8.5% |
| 30D | -5.7% | +10.3% | -16.0% | -6.6% |
| 3M | +9.1% | -18.3% | +27.3% | +10.4% |
| 6M | +15.2% | +4.4% | +10.9% | +13.2% |
| YTD | -6.3% | -10.7% | +4.4% | -7.5% |
| 1Y | -19.1% | +14.0% | -33.1% | -23.1% |
| 3Y | +8.2% | +406.6% | -398.3% | -25.3% |
| 5Y | +75.6% | -36.8% | +112.4% | +62.3% |
| 10Y | +471.1% | -56.2% | +527.3% | +420.5% |
| All | +11,036.6% | +156.1% | +10,880.4% | +7,075.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling