+1,046.6%
AXON vs LII
+169.1%
+877.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | +0.8% | +2.9% | -2.2% | -0.5% |
| 30D | -22.8% | +0.9% | -23.7% | -23.2% |
| 3M | -48.8% | -15.5% | -33.2% | -45.0% |
| 6M | -16.3% | -30.2% | +13.9% | -4.3% |
| YTD | -44.5% | -26.8% | -17.6% | -38.9% |
| 1Y | -43.4% | -25.3% | -18.1% | -38.4% |
| 3Y | +44.3% | -7.8% | +52.0% | +35.2% |
| 5Y | +85.1% | +17.0% | +68.1% | +48.0% |
| All | +1,046.6% | +169.1% | +877.5% | +550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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