+40.6%
AXON vs LTH
+240.3%
-199.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -28.7% | +7.0% | -35.7% | -29.7% |
| 30D | -28.3% | +15.4% | -43.7% | -30.4% |
| 3M | -46.9% | +7.0% | -53.9% | -47.7% |
| 6M | -24.9% | +46.9% | -71.7% | -30.3% |
| YTD | -46.6% | +76.4% | -123.0% | -52.8% |
| 1Y | -49.7% | +83.7% | -133.4% | -56.0% |
| 3Y | +40.6% | +248.9% | -208.3% | +1.5% |
| All | +40.6% | +240.3% | -199.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling