-3.3%
LVS vs AJG
+473.1%
-476.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.1% |
| 7D | -3.5% | -8.3% | +4.8% | +0.4% |
| 30D | -6.2% | -5.7% | -0.6% | -3.7% |
| 3M | -14.8% | +9.1% | -23.9% | -18.8% |
| 6M | -20.9% | +15.2% | -36.1% | -26.9% |
| YTD | -33.0% | -6.3% | -26.8% | -32.1% |
| 1Y | -20.0% | -19.1% | -0.9% | -12.9% |
| 3Y | -6.9% | +8.2% | -15.2% | -17.1% |
| 5Y | +9.1% | +75.6% | -66.6% | -29.8% |
| All | -3.3% | +473.1% | -476.4% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling