+359.5%
LIN vs AJG
+480.2%
-120.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.3% | -8.5% | +4.2% | +0.1% |
| 30D | -5.6% | -3.8% | -1.8% | -3.9% |
| 3M | -9.0% | +10.8% | -19.9% | -14.4% |
| 6M | -2.5% | +15.6% | -18.1% | -10.9% |
| YTD | +9.3% | -5.1% | +14.5% | +10.3% |
| 1Y | -1.0% | -16.0% | +15.0% | +6.6% |
| 3Y | +24.0% | +9.7% | +14.3% | +10.3% |
| 5Y | +59.1% | +77.8% | -18.7% | +3.0% |
| All | +359.5% | +480.2% | -120.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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