+77.2%
AXON vs LH
+62.5%
+14.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.9% | -19.1% | -18.5% |
| 7D | -26.8% | +1.4% | -28.3% | -27.3% |
| 30D | -22.9% | +17.5% | -40.4% | -27.8% |
| 3M | -40.1% | +16.1% | -56.1% | -43.6% |
| 6M | -18.9% | +43.4% | -62.2% | -29.7% |
| YTD | -44.9% | +47.2% | -92.1% | -52.9% |
| 1Y | -46.7% | +50.1% | -96.8% | -54.8% |
| 3Y | +44.3% | +81.2% | -36.8% | +9.7% |
| All | +77.2% | +62.5% | +14.7% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling