-9.6%
LDOS vs AXTX
-92.1%
+82.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.4% | +12.3% | -2.3% |
| 7D | -3.5% | +33.6% | -37.1% | -2.7% |
| 30D | +9.5% | -65.7% | +75.2% | +8.6% |
| 3M | -6.3% | -82.2% | +75.9% | -7.3% |
| 6M | +2.8% | -96.8% | +99.6% | +1.0% |
| All | -9.6% | -92.1% | +82.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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