+1,009.0%
AXON vs LVS
+56.9%
+952.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -27.4% | +6.7% | -34.1% | -28.6% |
| 30D | -28.5% | +13.8% | -42.2% | -30.9% |
| 3M | -49.3% | -9.5% | -39.8% | -48.0% |
| 6M | -25.0% | -22.0% | -3.0% | -20.3% |
| YTD | -46.7% | -35.7% | -11.1% | -40.9% |
| 1Y | -48.3% | -36.7% | -11.6% | -42.4% |
| 3Y | +38.8% | -8.8% | +47.7% | +36.1% |
| 5Y | +77.7% | +9.5% | +68.2% | +60.8% |
| 10Y | +1,028.0% | -10.9% | +1,039.0% | +925.0% |
| All | +1,009.0% | +56.9% | +952.1% | +510.9% |
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