-99.9%
AMIX vs LCID
-89.2%
-10.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -11.6% | +6.0% | -5.4% |
| 7D | -25.5% | -6.9% | -18.6% | -25.4% |
| 30D | -56.2% | -28.4% | -27.8% | -56.1% |
| 3M | -87.4% | -55.5% | -31.9% | -87.4% |
| 6M | -80.9% | -52.3% | -28.6% | -80.4% |
| YTD | -86.8% | -71.8% | -15.0% | -87.3% |
| 1Y | -91.3% | -82.7% | -8.6% | -92.3% |
| All | -99.9% | -89.2% | -10.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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