+361.6%
LRCX vs AJG
+8.2%
+353.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | -0.3% |
| 7D | -3.1% | -8.3% | +5.2% | -5.8% |
| 30D | -8.6% | -5.7% | -2.9% | -10.1% |
| 3M | -17.7% | +9.1% | -26.8% | -15.9% |
| 6M | +36.4% | +15.2% | +21.1% | +40.4% |
| YTD | +74.5% | -6.3% | +80.8% | +79.8% |
| 1Y | +159.4% | -19.1% | +178.6% | +171.5% |
| 3Y | +361.6% | +8.2% | +353.4% | +347.8% |
| All | +361.6% | +8.2% | +353.4% | +347.8% |
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