+67.9%
LIN vs AJG
+84.4%
-16.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.3% | -2.2% | +2.6% | +1.2% |
| 30D | +8.0% | +20.6% | -12.5% | +0.4% |
| 3M | +7.7% | +11.5% | -3.8% | +2.8% |
| 6M | +5.1% | +42.9% | -37.8% | -10.0% |
| YTD | +24.7% | +10.0% | +14.7% | +19.2% |
| 1Y | +25.1% | +11.9% | +13.2% | +18.4% |
| 3Y | +36.8% | +16.9% | +19.9% | +21.4% |
| 5Y | +67.9% | +82.5% | -14.7% | +6.0% |
| All | +67.9% | +84.4% | -16.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling