+309.9%
AEM vs LSCC
+81.4%
+228.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +0.4% |
| 7D | +15.8% | +13.0% | +2.9% | +13.6% |
| 30D | +6.2% | -19.8% | +26.0% | +9.0% |
| 3M | +14.3% | -18.4% | +32.7% | +16.8% |
| 6M | +1.4% | -16.1% | +17.5% | +2.7% |
| YTD | +13.7% | +42.7% | -29.0% | +9.0% |
| 1Y | +21.3% | +68.0% | -46.7% | +15.0% |
| 3Y | +309.9% | +85.8% | +224.1% | +286.6% |
| All | +309.9% | +81.4% | +228.5% | +286.6% |
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