+14.2%
LMT vs AJG
-17.2%
+31.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.2% | -8.3% | +8.1% | +0.5% |
| 30D | -13.1% | -5.7% | -7.4% | -12.7% |
| 3M | -3.9% | +9.1% | -13.0% | -5.3% |
| 6M | -18.3% | +15.2% | -33.5% | -19.7% |
| YTD | +10.3% | -6.3% | +16.6% | +10.8% |
| 1Y | +14.2% | -19.1% | +33.3% | +19.0% |
| All | +14.2% | -17.2% | +31.4% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling