+1,180.9%
AXON vs LH
+259.5%
+921.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.8% |
| 7D | -28.7% | +4.6% | -33.3% | -30.3% |
| 30D | -28.3% | +19.1% | -47.4% | -34.3% |
| 3M | -46.9% | +16.7% | -63.7% | -51.0% |
| 6M | -24.9% | +47.0% | -71.9% | -38.0% |
| YTD | -46.6% | +49.3% | -95.9% | -56.4% |
| 1Y | -49.7% | +48.6% | -98.3% | -58.9% |
| 3Y | +40.6% | +87.8% | -47.3% | -1.2% |
| 5Y | +71.9% | +65.0% | +6.8% | +27.1% |
| 10Y | +1,180.9% | +275.0% | +905.9% | +446.4% |
| All | +1,180.9% | +259.5% | +921.4% | +446.4% |
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