-48.1%
AXON vs LH
+49.3%
-97.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -3.8% |
| 7D | -28.7% | +4.6% | -33.3% | -30.2% |
| 30D | -28.3% | +19.1% | -47.4% | -34.1% |
| 3M | -46.9% | +16.7% | -63.7% | -50.7% |
| 6M | -24.9% | +47.0% | -71.9% | -37.9% |
| YTD | -46.6% | +49.3% | -95.9% | -57.0% |
| All | -48.1% | +49.3% | -97.4% | -58.0% |
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