-97.7%
AMC vs LDOS
+440.5%
-538.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.1% | -12.6% | -12.5% |
| 7D | 0.0% | -3.7% | +3.7% | +1.3% |
| 30D | +4.4% | +16.4% | -12.0% | -2.2% |
| 3M | +15.4% | +7.4% | +7.9% | +10.8% |
| 6M | +93.7% | -0.3% | +94.0% | +90.3% |
| YTD | +97.4% | -24.0% | +121.5% | +115.5% |
| 1Y | +23.2% | -29.6% | +52.8% | +39.2% |
| 3Y | -71.3% | +35.1% | -106.4% | -77.3% |
| 5Y | -99.3% | +52.9% | -152.2% | -99.5% |
| 10Y | -98.7% | +262.2% | -361.0% | -99.3% |
| All | -97.7% | +440.5% | -538.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 all: compounded portfolio wealth divided by compounded LDOS 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…
all analysis · Full analysis span regression · 6 months rolling