+129.8%
AXON vs LYB
-22.2%
+152.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.1% |
| 7D | -3.3% | -3.1% | -0.3% | -3.5% |
| 30D | -17.8% | +4.0% | -21.9% | -17.7% |
| 3M | +8.3% | +2.4% | +5.9% | +9.0% |
| 6M | -12.4% | -1.4% | -10.9% | -12.9% |
| YTD | -13.7% | +53.9% | -67.7% | -19.9% |
| 1Y | -33.1% | +26.1% | -59.1% | -36.2% |
| All | +129.8% | -22.2% | +152.0% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling