-39.9%
AXON vs LH
+44.2%
-84.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | -0.1% |
| 7D | +0.2% | +2.1% | -1.9% | -0.7% |
| 30D | +3.0% | +19.2% | -16.2% | -5.6% |
| 3M | -30.1% | +18.0% | -48.1% | -35.8% |
| 6M | +7.7% | +46.1% | -38.3% | -11.3% |
| YTD | -25.3% | +47.7% | -73.0% | -40.6% |
| 1Y | -39.9% | +47.2% | -87.2% | -52.7% |
| All | -39.9% | +44.2% | -84.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling