+3,912.3%
AEHR vs LUMN
-55.8%
+3,968.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | +9.8% | +2.5% | +7.3% | +9.3% |
| 30D | -26.7% | +10.3% | -37.1% | -27.9% |
| 3M | -8.1% | -18.3% | +10.2% | -4.3% |
| 6M | +123.1% | +4.4% | +118.7% | +125.0% |
| YTD | +369.0% | -10.7% | +379.7% | +380.5% |
| 1Y | +256.4% | +14.0% | +242.4% | +253.6% |
| 3Y | +96.4% | +406.6% | -310.2% | +35.1% |
| 5Y | +836.6% | -36.8% | +873.4% | +891.2% |
| All | +3,912.3% | -55.8% | +3,968.1% | +3,839.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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