-6.4%
LDOS vs AXTX
-92.0%
+85.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +21.0% | -18.7% | +2.7% |
| 7D | -5.8% | -29.2% | +23.4% | -6.1% |
| 30D | +11.6% | -69.6% | +81.1% | +10.2% |
| 3M | -1.0% | -86.5% | +85.5% | -2.4% |
| 6M | +5.1% | -96.4% | +101.4% | +2.8% |
| All | -6.4% | -92.0% | +85.6% | -9.7% |
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