-40.1%
AXON vs LEN
+2.6%
-42.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.1% | -15.1% | -16.4% |
| 7D | -26.8% | +2.1% | -28.9% | -27.2% |
| 30D | -22.9% | +16.6% | -39.5% | -28.4% |
| 3M | -40.1% | +5.3% | -45.4% | -39.2% |
| All | -40.1% | +2.6% | -42.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3mo: compounded portfolio wealth divided by compounded LEN 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…
3mo analysis · Full analysis span regression · Available span rolling