+1,016.4%
AXON vs LH
+263.7%
+752.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | -19.7% | +2.5% | -22.2% | -20.8% |
| 30D | -25.7% | +18.7% | -44.4% | -31.7% |
| 3M | -48.8% | +15.3% | -64.1% | -52.4% |
| 6M | -22.0% | +45.4% | -67.4% | -35.1% |
| YTD | -45.9% | +49.5% | -95.4% | -55.8% |
| 1Y | -46.1% | +41.4% | -87.5% | -54.7% |
| 3Y | +40.9% | +87.6% | -46.7% | -0.5% |
| 5Y | +80.2% | +53.8% | +26.5% | +39.1% |
| All | +1,016.4% | +263.7% | +752.7% | +478.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling