+484.8%
AEHR vs LSCC
+625.8%
-141.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.0% | +11.1% | +12.5% |
| 7D | +6.7% | +1.3% | +5.4% | +6.4% |
| 30D | -12.7% | -9.7% | -3.0% | -9.2% |
| 3M | -26.0% | -23.7% | -2.3% | -17.0% |
| 6M | +102.2% | +26.5% | +75.7% | +99.8% |
| YTD | +327.2% | +57.5% | +269.7% | +303.3% |
| 1Y | +228.1% | +75.7% | +152.4% | +202.3% |
| 3Y | +67.0% | +19.5% | +47.6% | +68.6% |
| 5Y | +928.1% | +83.8% | +844.4% | +875.9% |
| 10Y | +3,269.5% | +1,772.4% | +1,497.2% | +1,915.6% |
| All | +484.8% | +625.8% | -141.0% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling