+182.3%
AXON vs LDOS
+43.9%
+138.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | -14.2% | -5.4% | -8.7% | -12.5% |
| 30D | -15.4% | +4.9% | -20.3% | -16.9% |
| 3M | +0.5% | +7.2% | -6.7% | -2.4% |
| 6M | -9.5% | -24.2% | +14.7% | -1.3% |
| YTD | -9.2% | -25.8% | +16.6% | -0.7% |
| 1Y | -29.4% | -24.7% | -4.7% | -23.0% |
| 3Y | +139.4% | +39.3% | +100.1% | +123.5% |
| All | +182.3% | +43.9% | +138.4% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling