+86.7%
AXON vs LTH
+186.8%
-100.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | -25.6% | +0.3% | -25.9% | -25.7% |
| 30D | -23.9% | +17.7% | -41.6% | -27.2% |
| 3M | -50.4% | +8.5% | -58.9% | -51.6% |
| 6M | -20.0% | +46.9% | -67.0% | -28.1% |
| YTD | -44.5% | +78.8% | -123.2% | -53.4% |
| 1Y | -44.9% | +84.9% | -129.8% | -54.2% |
| 3Y | +44.7% | +246.4% | -201.6% | -4.6% |
| 5Y | +86.7% | +129.6% | -42.9% | +16.0% |
| All | +86.7% | +186.8% | -100.1% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling