+86.7%
AXON vs LTH
+180.7%
-94.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.1% |
| 7D | +0.8% | -1.3% | +2.0% | +1.1% |
| 30D | -22.8% | +15.7% | -38.4% | -25.7% |
| 3M | -48.8% | +5.0% | -53.7% | -49.6% |
| 6M | -16.3% | +37.7% | -54.0% | -23.4% |
| YTD | -44.5% | +75.0% | -119.5% | -53.1% |
| 1Y | -43.4% | +82.6% | -126.0% | -52.8% |
| 3Y | +44.3% | +241.3% | -197.1% | -4.5% |
| 5Y | +85.1% | +135.4% | -50.3% | +16.3% |
| All | +86.7% | +180.7% | -94.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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