+1,236.1%
LSCC vs AEIS
+320.4%
+915.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.1% | +1.0% | +3.0% |
| 7D | +13.0% | -11.3% | +24.2% | +21.5% |
| 30D | -19.8% | -32.6% | +12.8% | +4.1% |
| 3M | -18.4% | -39.2% | +20.8% | +13.1% |
| 6M | -16.1% | -45.4% | +29.3% | +23.6% |
| YTD | +42.7% | -5.8% | +48.5% | +45.0% |
| 1Y | +68.0% | -10.0% | +78.0% | +75.8% |
| 3Y | +85.8% | +121.2% | -35.3% | +6.2% |
| 5Y | +28.0% | +110.6% | -82.6% | -22.7% |
| All | +1,236.1% | +320.4% | +915.8% | +453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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