+550.0%
LNG vs AEHR
+3,845.4%
-3,295.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.2% |
| 7D | -4.7% | +9.8% | -14.5% | -5.0% |
| 30D | +3.8% | -26.7% | +30.5% | +4.6% |
| 3M | +16.2% | -8.1% | +24.3% | +15.5% |
| 6M | +11.7% | +123.1% | -111.4% | +6.5% |
| YTD | +44.2% | +369.0% | -324.8% | +32.5% |
| 1Y | +18.6% | +256.4% | -237.8% | +9.6% |
| 3Y | +77.4% | +96.4% | -19.0% | +62.7% |
| 5Y | +232.3% | +836.6% | -604.3% | +169.2% |
| All | +550.0% | +3,845.4% | -3,295.4% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling