+302.2%
AEM vs LSCC
+99.6%
+202.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.8% |
| 7D | -6.8% | +7.0% | -13.8% | -7.8% |
| 30D | +0.8% | -2.3% | +3.1% | +0.7% |
| 3M | -0.8% | -12.5% | +11.7% | +0.2% |
| 6M | -8.5% | -10.6% | +2.1% | -8.2% |
| YTD | +5.9% | +52.7% | -46.7% | +0.5% |
| 1Y | +6.6% | +74.0% | -67.4% | +0.2% |
| 3Y | +302.2% | +104.8% | +197.4% | +283.7% |
| All | +302.2% | +99.6% | +202.6% | +283.7% |
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