+1,016.4%
AXON vs LPLA
+757.5%
+258.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.5% |
| 7D | -19.7% | -2.8% | -17.0% | -18.9% |
| 30D | -25.7% | -10.2% | -15.5% | -23.1% |
| 3M | -48.8% | -22.3% | -26.5% | -44.2% |
| 6M | -22.0% | -0.5% | -21.5% | -22.9% |
| YTD | -45.9% | -17.9% | -28.1% | -43.1% |
| 1Y | -46.1% | -22.0% | -24.0% | -42.1% |
| 3Y | +40.9% | +29.4% | +11.5% | +20.7% |
| 5Y | +80.2% | +81.2% | -1.0% | +26.7% |
| All | +1,016.4% | +757.5% | +258.8% | +313.2% |
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