+1,852.6%
AXON vs LSCC
+1,772.4%
+80.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.7% |
| 7D | -14.2% | +1.3% | -15.5% | -14.5% |
| 30D | -15.4% | -9.7% | -5.7% | -13.3% |
| 3M | +0.5% | -23.7% | +24.2% | +6.1% |
| 6M | -9.5% | +26.5% | -36.0% | -19.1% |
| YTD | -9.2% | +57.5% | -66.7% | -24.8% |
| 1Y | -29.4% | +75.7% | -105.1% | -43.8% |
| 3Y | +139.4% | +19.5% | +120.0% | +98.8% |
| 5Y | +178.9% | +83.8% | +95.1% | +89.4% |
| All | +1,852.6% | +1,772.4% | +80.2% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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