+77.4%
LNG vs AJG
+8.2%
+69.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -4.7% | -8.3% | +3.6% | -3.0% |
| 30D | +3.8% | -5.7% | +9.5% | +5.0% |
| 3M | +16.2% | +9.1% | +7.1% | +13.8% |
| 6M | +11.7% | +15.2% | -3.5% | +8.1% |
| YTD | +44.2% | -6.3% | +50.5% | +45.6% |
| 1Y | +18.6% | -19.1% | +37.7% | +24.4% |
| 3Y | +77.4% | +8.2% | +69.2% | +75.8% |
| All | +77.4% | +8.2% | +69.2% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling