+185.8%
LMT vs AJG
+473.1%
-287.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.2% | -8.3% | +8.1% | +2.9% |
| 30D | -13.1% | -5.7% | -7.4% | -11.4% |
| 3M | -3.9% | +9.1% | -13.0% | -7.6% |
| 6M | -18.3% | +15.2% | -33.5% | -23.4% |
| YTD | +10.3% | -6.3% | +16.6% | +11.4% |
| 1Y | +14.2% | -19.1% | +33.3% | +22.1% |
| 3Y | +35.0% | +8.2% | +26.8% | +24.4% |
| 5Y | +73.2% | +75.6% | -2.4% | +23.7% |
| All | +185.8% | +473.1% | -287.3% | +17.8% |
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