+1,180.9%
AXON vs LVS
-12.6%
+1,193.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.8% | -2.7% |
| 7D | -28.7% | +5.2% | -33.9% | -29.8% |
| 30D | -28.3% | +12.0% | -40.3% | -30.8% |
| 3M | -46.9% | -11.5% | -35.4% | -44.9% |
| 6M | -24.9% | -23.2% | -1.6% | -18.8% |
| YTD | -46.6% | -36.7% | -9.9% | -39.2% |
| 1Y | -49.7% | -36.8% | -12.9% | -42.7% |
| 3Y | +40.6% | -10.5% | +51.1% | +36.7% |
| 5Y | +71.9% | +5.1% | +66.8% | +49.5% |
| 10Y | +1,180.9% | -14.0% | +1,194.8% | +1,025.1% |
| All | +1,180.9% | -12.6% | +1,193.5% | +1,025.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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