+1,894.1%
AXON vs LH
+187.8%
+1,706.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.5% |
| 7D | -14.2% | -2.5% | -11.7% | -13.0% |
| 30D | -15.4% | +4.3% | -19.7% | -17.1% |
| 3M | +0.5% | +25.5% | -25.0% | -9.9% |
| 6M | -9.5% | +17.0% | -26.5% | -16.0% |
| YTD | -9.2% | +31.3% | -40.5% | -20.6% |
| 1Y | -29.4% | +20.0% | -49.3% | -35.9% |
| 3Y | +139.4% | +63.9% | +75.5% | +81.2% |
| 5Y | +178.9% | +30.9% | +148.1% | +133.7% |
| All | +1,894.1% | +187.8% | +1,706.3% | +935.6% |
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