+416.0%
LRCX vs AJG
+74.4%
+341.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.1% | -8.3% | +5.2% | -2.2% |
| 30D | -8.6% | -5.7% | -2.9% | -8.1% |
| 3M | -17.7% | +9.1% | -26.8% | -21.0% |
| 6M | +36.4% | +15.2% | +21.1% | +27.7% |
| YTD | +74.5% | -6.3% | +80.8% | +76.1% |
| 1Y | +159.4% | -19.1% | +178.6% | +180.2% |
| 3Y | +361.6% | +8.2% | +353.4% | +280.5% |
| All | +416.0% | +74.4% | +341.7% | +162.4% |
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