+1,472.1%
AXTI vs LVS
0.0%
+1,472.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +5.1% | -3.5% | +8.5% | +6.8% |
| 30D | -17.5% | -6.2% | -11.2% | -15.5% |
| 3M | -26.7% | -14.8% | -11.8% | -22.0% |
| 6M | +36.8% | -20.9% | +57.6% | +51.0% |
| YTD | +296.1% | -33.0% | +329.2% | +372.4% |
| 1Y | +1,810.6% | -20.0% | +1,830.6% | +1,980.9% |
| 3Y | +2,587.6% | -6.9% | +2,594.5% | +2,604.5% |
| 5Y | +601.7% | +9.1% | +592.6% | +513.8% |
| All | +1,472.1% | 0.0% | +1,472.1% | +1,284.9% |
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 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