+3,356.5%
AEM vs LSCC
+9,784.2%
-6,427.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +0.9% |
| 7D | +15.8% | +13.0% | +2.9% | +14.9% |
| 30D | +6.2% | -19.8% | +26.0% | +7.4% |
| 3M | +14.3% | -18.4% | +32.7% | +15.4% |
| 6M | +1.4% | -16.1% | +17.5% | +2.0% |
| YTD | +13.7% | +42.7% | -29.0% | +11.0% |
| 1Y | +21.3% | +68.0% | -46.7% | +17.4% |
| 3Y | +309.9% | +85.8% | +224.1% | +288.8% |
| 5Y | +301.0% | +28.0% | +272.9% | +282.3% |
| 10Y | +344.0% | +1,255.1% | -911.1% | +273.3% |
| All | +3,356.5% | +9,784.2% | -6,427.7% | +3,509.3% |
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