+355.6%
AEM vs LSCC
+20.0%
+335.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.4% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +24.0% | -9.7% | +33.7% | +25.5% |
| 3M | +16.1% | -23.7% | +39.8% | +19.4% |
| 6M | -11.6% | +26.5% | -38.1% | -14.4% |
| YTD | +21.5% | +57.5% | -36.0% | +15.6% |
| 1Y | +39.2% | +75.7% | -36.5% | +31.3% |
| All | +355.6% | +20.0% | +335.5% | +301.0% |
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