+1,222.3%
AXON vs LPLA
+860.0%
+362.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.4% | -17.5% |
| 7D | -26.8% | +4.1% | -31.0% | -27.8% |
| 30D | -22.9% | -9.0% | -13.9% | -20.4% |
| 3M | -40.1% | -17.6% | -22.5% | -36.0% |
| 6M | -18.9% | -8.8% | -10.1% | -17.2% |
| YTD | -44.9% | -17.0% | -27.9% | -42.1% |
| 1Y | -46.7% | -20.4% | -26.3% | -43.1% |
| 3Y | +44.3% | +35.4% | +8.9% | +21.3% |
| 5Y | +71.4% | +79.7% | -8.4% | +20.6% |
| All | +1,222.3% | +860.0% | +362.3% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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