+1,351.6%
LSCC vs AEIS
+332.3%
+1,019.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -2.8% |
| 7D | +7.0% | +11.5% | -4.5% | -0.5% |
| 30D | -2.3% | -15.8% | +13.5% | +9.2% |
| 3M | -12.5% | -33.3% | +20.8% | +14.3% |
| 6M | -10.6% | -35.2% | +24.6% | +17.5% |
| YTD | +52.7% | +5.0% | +47.7% | +44.3% |
| 1Y | +74.0% | +8.5% | +65.5% | +61.0% |
| 3Y | +104.8% | +152.9% | -48.1% | +7.0% |
| 5Y | +36.2% | +144.6% | -108.4% | -25.0% |
| All | +1,351.6% | +332.3% | +1,019.2% | +470.4% |
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