+104,104.3%
AXON vs LUMN
-14.1%
+104,118.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -7.0% | +2.5% | -9.6% | -7.5% |
| 30D | -20.1% | +10.3% | -30.4% | -21.7% |
| 3M | +7.4% | -18.3% | +25.7% | +10.4% |
| 6M | -7.4% | +4.4% | -11.7% | -10.3% |
| YTD | -15.6% | -10.7% | -4.9% | -17.1% |
| 1Y | -36.2% | +14.0% | -50.1% | -41.4% |
| 3Y | +124.8% | +406.6% | -281.7% | +20.0% |
| 5Y | +166.6% | -36.8% | +203.4% | +140.3% |
| 10Y | +1,803.7% | -56.2% | +1,859.8% | +1,553.1% |
| All | +104,104.3% | -14.1% | +104,118.5% | +65,682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling