+1,047.4%
AXON vs LVS
+56.6%
+990.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.5% | -17.7% | -18.1% |
| 7D | -26.8% | +11.1% | -37.9% | -28.8% |
| 30D | -22.9% | +14.7% | -37.6% | -25.6% |
| 3M | -40.1% | -10.9% | -29.1% | -38.3% |
| 6M | -18.9% | -22.3% | +3.5% | -13.7% |
| YTD | -44.9% | -35.8% | -9.1% | -38.8% |
| 1Y | -46.7% | -33.5% | -13.2% | -41.4% |
| 3Y | +44.3% | -11.7% | +56.0% | +42.7% |
| 5Y | +71.4% | +2.6% | +68.7% | +57.8% |
| 10Y | +1,324.0% | -11.9% | +1,335.9% | +1,196.5% |
| All | +1,047.4% | +56.6% | +990.8% | +532.3% |
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