+77.2%
AXON vs LEN
-4.6%
+81.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.1% | -15.1% | -17.1% |
| 7D | -26.8% | +2.1% | -28.9% | -27.2% |
| 30D | -22.9% | +16.6% | -39.5% | -26.8% |
| 3M | -40.1% | +5.3% | -45.4% | -41.2% |
| 6M | -18.9% | -0.8% | -18.1% | -19.1% |
| YTD | -44.9% | -11.7% | -33.1% | -43.7% |
| 1Y | -46.7% | -24.6% | -22.1% | -42.9% |
| 3Y | +44.3% | -18.7% | +63.0% | +33.4% |
| All | +77.2% | -4.6% | +81.8% | +34.5% |
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