+1,016.4%
AXON vs LVS
-12.8%
+1,029.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.9% |
| 7D | -19.7% | -3.9% | -15.8% | -18.7% |
| 30D | -25.7% | +7.1% | -32.8% | -27.3% |
| 3M | -48.8% | -13.2% | -35.6% | -46.6% |
| 6M | -22.0% | -22.8% | +0.8% | -15.9% |
| YTD | -45.9% | -38.0% | -7.9% | -38.0% |
| 1Y | -46.1% | -39.5% | -6.6% | -37.7% |
| 3Y | +40.9% | -12.2% | +53.1% | +37.7% |
| 5Y | +80.2% | +6.4% | +73.8% | +55.6% |
| All | +1,016.4% | -12.8% | +1,029.2% | +847.7% |
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