+59.7%
LIN vs AJG
+77.5%
-17.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.8% |
| 7D | -4.0% | -7.4% | +3.4% | -1.0% |
| 30D | -4.9% | -3.0% | -2.0% | -3.9% |
| 3M | -9.2% | +12.8% | -22.0% | -14.1% |
| 6M | -2.6% | +12.8% | -15.4% | -8.2% |
| YTD | +10.5% | -4.7% | +15.3% | +12.0% |
| 1Y | -0.1% | -17.2% | +17.1% | +8.3% |
| 3Y | +25.4% | +10.2% | +15.2% | +11.8% |
| 5Y | +59.7% | +76.9% | -17.2% | +1.4% |
| All | +59.7% | +77.5% | -17.8% | +1.4% |
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