+85.8%
LSCC vs AEE
+57.7%
+28.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +13.0% | +2.1% | +10.9% | +13.4% |
| 30D | -19.8% | +11.4% | -31.2% | -18.3% |
| 3M | -18.4% | +5.0% | -23.4% | -17.6% |
| 6M | -16.1% | +4.4% | -20.5% | -15.4% |
| YTD | +42.7% | +15.4% | +27.3% | +45.6% |
| 1Y | +68.0% | +13.8% | +54.2% | +71.2% |
| 3Y | +85.8% | +58.0% | +27.8% | +97.1% |
| All | +85.8% | +57.7% | +28.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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