+1,763.3%
LSCC vs AEIS
+523.4%
+1,240.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.4% |
| 7D | +1.3% | +3.0% | -1.7% | -0.7% |
| 30D | -9.7% | -14.6% | +5.0% | -0.1% |
| 3M | -23.7% | -12.4% | -11.3% | -17.6% |
| 6M | +26.5% | -15.0% | +41.4% | +38.2% |
| YTD | +57.5% | +34.3% | +23.2% | +26.9% |
| 1Y | +75.7% | +87.4% | -11.7% | +12.2% |
| 3Y | +19.5% | +139.8% | -120.3% | -35.5% |
| 5Y | +83.8% | +220.7% | -137.0% | -14.3% |
| All | +1,763.3% | +523.4% | +1,240.0% | +605.3% |
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