+44.3%
AXON vs LH
+86.5%
-42.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +0.8% | +1.1% | -0.3% | +0.4% |
| 30D | -22.8% | +16.7% | -39.5% | -26.4% |
| 3M | -48.8% | +15.1% | -63.9% | -51.0% |
| 6M | -16.3% | +46.3% | -62.6% | -25.4% |
| YTD | -44.5% | +48.8% | -93.2% | -50.8% |
| 1Y | -43.4% | +39.7% | -83.1% | -49.1% |
| 3Y | +44.3% | +87.0% | -42.8% | +14.3% |
| All | +44.3% | +86.5% | -42.2% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling