+124.8%
AXON vs LUMN
+385.3%
-260.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -7.0% | +2.5% | -9.6% | -7.3% |
| 30D | -20.1% | +10.3% | -30.4% | -20.9% |
| 3M | +7.4% | -18.3% | +25.7% | +8.9% |
| 6M | -7.4% | +4.4% | -11.7% | -9.0% |
| YTD | -15.6% | -10.7% | -4.9% | -16.4% |
| 1Y | -36.2% | +14.0% | -50.1% | -38.7% |
| 3Y | +124.8% | +406.6% | -281.7% | +88.0% |
| All | +124.8% | +385.3% | -260.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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