+3,912.3%
AEHR vs LPLA
+1,251.7%
+2,660.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.1% |
| 7D | +9.8% | -1.5% | +11.3% | +10.4% |
| 30D | -26.7% | -6.0% | -20.7% | -24.9% |
| 3M | -8.1% | +24.0% | -32.1% | -17.2% |
| 6M | +123.1% | +17.0% | +106.1% | +104.8% |
| YTD | +369.0% | -0.7% | +369.7% | +362.1% |
| 1Y | +256.4% | +2.1% | +254.3% | +246.0% |
| 3Y | +96.4% | +48.7% | +47.7% | +54.0% |
| 5Y | +836.6% | +151.2% | +685.4% | +489.8% |
| All | +3,912.3% | +1,251.7% | +2,660.6% | +1,700.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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