+132.2%
AEHR vs LSCC
+81.4%
+50.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +7.1% | +1.8% | +1.8% |
| 7D | -2.4% | +13.0% | -15.4% | -11.5% |
| 30D | -40.1% | -19.8% | -20.2% | -23.5% |
| 3M | -46.3% | -18.4% | -27.9% | -31.5% |
| 6M | -44.6% | -16.1% | -28.5% | -27.3% |
| YTD | +165.3% | +42.7% | +122.6% | +141.7% |
| 1Y | +126.1% | +68.0% | +58.1% | +83.3% |
| 3Y | +132.2% | +85.8% | +46.4% | +51.6% |
| All | +132.2% | +81.4% | +50.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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