+5,254.8%
AXON vs LDOS
+494.7%
+4,760.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | -14.2% | -5.4% | -8.7% | -11.9% |
| 30D | -15.4% | +4.9% | -20.3% | -17.7% |
| 3M | +0.5% | +7.2% | -6.7% | -3.5% |
| 6M | -9.5% | -24.2% | +14.7% | +2.4% |
| YTD | -9.2% | -25.8% | +16.6% | +2.9% |
| 1Y | -29.4% | -24.7% | -4.7% | -20.6% |
| 3Y | +139.4% | +39.3% | +100.1% | +96.5% |
| 5Y | +178.9% | +43.3% | +135.6% | +118.2% |
| 10Y | +1,840.8% | +278.6% | +1,562.2% | +788.9% |
| All | +5,254.8% | +494.7% | +4,760.1% | +1,664.1% |
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