-31.8%
LVS vs AJG
+19.3%
-51.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.5% | +1.0% | +5.5% |
| 7D | +13.4% | +10.7% | +2.7% | +11.6% |
| 30D | +12.2% | +26.9% | -14.7% | +8.3% |
| 3M | -10.7% | +16.6% | -27.3% | -12.8% |
| 6M | -19.8% | +40.1% | -60.0% | -22.6% |
| YTD | -35.8% | +12.4% | -48.2% | -37.8% |
| 1Y | -31.8% | +15.9% | -47.7% | -33.5% |
| All | -31.8% | +19.3% | -51.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling