+3,594.0%
AEM vs LSCC
+10,808.2%
-7,214.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | +24.0% | -9.7% | +33.7% | +24.7% |
| 3M | +16.1% | -23.7% | +39.8% | +17.6% |
| 6M | -11.6% | +26.5% | -38.1% | -13.0% |
| YTD | +21.5% | +57.5% | -36.0% | +18.2% |
| 1Y | +39.2% | +75.7% | -36.5% | +34.4% |
| 3Y | +347.4% | +19.5% | +328.0% | +333.8% |
| 5Y | +290.1% | +83.8% | +206.4% | +265.7% |
| 10Y | +357.8% | +1,772.4% | -1,414.6% | +279.4% |
| All | +3,594.0% | +10,808.2% | -7,214.3% | +3,742.2% |
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