+1,790.3%
AXON vs LVS
+69.2%
+1,721.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -14.2% | -1.5% | -12.7% | -13.8% |
| 30D | -15.4% | -3.2% | -12.2% | -14.7% |
| 3M | +0.5% | -12.0% | +12.5% | +3.6% |
| 6M | -9.5% | -19.9% | +10.4% | -4.5% |
| YTD | -9.2% | -30.6% | +21.4% | -1.1% |
| 1Y | -29.4% | -17.7% | -11.6% | -26.8% |
| 3Y | +139.4% | -14.2% | +153.6% | +138.4% |
| 5Y | +178.9% | +9.6% | +169.3% | +151.0% |
| 10Y | +1,840.8% | +5.7% | +1,835.1% | +1,587.5% |
| All | +1,790.3% | +69.2% | +1,721.1% | +921.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling