-99.9%
AMIX vs LDOS
+25.6%
-125.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.1% |
| 7D | -25.1% | -2.8% | -22.3% | -22.9% |
| 30D | -54.5% | +13.6% | -68.1% | -64.6% |
| 3M | -91.7% | +4.2% | -96.0% | -92.9% |
| 6M | -79.4% | -8.2% | -71.2% | -82.9% |
| YTD | -86.1% | -24.1% | -62.0% | -88.5% |
| 1Y | -91.6% | -31.2% | -60.3% | -93.1% |
| All | -99.9% | +25.6% | -125.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling