+127.0%
AEHR vs LSCC
+33.9%
+93.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.5% | -1.2% | -1.3% |
| 7D | +6.4% | +7.0% | -0.6% | 0.0% |
| 30D | -20.3% | -2.3% | -18.0% | -15.8% |
| 3M | -53.8% | -12.5% | -41.3% | -44.8% |
| 6M | -44.8% | -10.6% | -34.2% | -32.3% |
| YTD | +182.2% | +52.7% | +129.5% | +134.4% |
| 1Y | +174.7% | +74.0% | +100.8% | +104.9% |
| 3Y | +143.5% | +104.8% | +38.7% | +40.6% |
| All | +127.0% | +33.9% | +93.1% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling