+182.3%
AXON vs LEN
-10.8%
+193.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -3.8% |
| 7D | -14.2% | -3.2% | -11.0% | -13.1% |
| 30D | -15.4% | -4.9% | -10.5% | -13.7% |
| 3M | +0.5% | -8.5% | +9.0% | +3.4% |
| 6M | -9.5% | -20.7% | +11.2% | -3.0% |
| YTD | -9.2% | -17.4% | +8.2% | -5.0% |
| 1Y | -29.4% | -38.2% | +8.9% | -19.0% |
| 3Y | +139.4% | -24.9% | +164.3% | +128.8% |
| All | +182.3% | -10.8% | +193.1% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling