+1,119.0%
LNG vs AJG
+8,600.5%
-7,481.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -4.7% | -8.3% | +3.6% | -1.5% |
| 30D | +3.8% | -5.7% | +9.5% | +6.0% |
| 3M | +16.2% | +9.1% | +7.1% | +11.8% |
| 6M | +11.7% | +15.2% | -3.5% | +4.8% |
| YTD | +44.2% | -6.3% | +50.5% | +45.6% |
| 1Y | +18.6% | -19.1% | +37.7% | +26.3% |
| 3Y | +77.4% | +8.2% | +69.2% | +66.2% |
| 5Y | +232.3% | +75.6% | +156.6% | +153.6% |
| 10Y | +550.1% | +471.1% | +79.0% | +214.0% |
| All | +1,119.0% | +8,600.5% | -7,481.5% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling