+79.1%
AXON vs LTH
+186.2%
-107.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -27.4% | +6.4% | -33.8% | -28.6% |
| 30D | -28.5% | +16.7% | -45.2% | -31.4% |
| 3M | -49.3% | +11.7% | -60.9% | -50.9% |
| 6M | -25.0% | +48.5% | -73.5% | -32.8% |
| YTD | -46.7% | +78.4% | -125.1% | -55.2% |
| 1Y | -48.3% | +89.7% | -137.9% | -57.4% |
| 3Y | +38.8% | +245.6% | -206.8% | -8.4% |
| 5Y | +77.7% | +142.7% | -65.0% | +11.2% |
| All | +79.1% | +186.2% | -107.1% | +12.9% |
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