+73.0%
LMT vs AJG
+74.4%
-1.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.2% | -8.3% | +8.1% | +1.6% |
| 30D | -13.1% | -5.7% | -7.4% | -12.1% |
| 3M | -3.9% | +9.1% | -13.0% | -6.2% |
| 6M | -18.3% | +15.2% | -33.5% | -21.3% |
| YTD | +10.3% | -6.3% | +16.6% | +11.2% |
| 1Y | +14.2% | -19.1% | +33.3% | +19.4% |
| 3Y | +35.0% | +8.2% | +26.8% | +29.2% |
| All | +73.0% | +74.4% | -1.3% | +45.7% |
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