+124.7%
LITE vs AXON
-50.2%
+174.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -18.2% | +23.9% | +5.2% |
| 7D | -35.9% | -26.8% | -9.1% | -36.3% |
| 30D | -51.5% | -22.9% | -28.6% | -51.6% |
| 3M | -35.7% | -40.1% | +4.4% | -37.3% |
| 6M | -43.0% | -18.9% | -24.1% | -42.5% |
| YTD | +46.1% | -44.9% | +91.0% | +57.1% |
| 1Y | +124.7% | -46.7% | +171.4% | +161.4% |
| All | +124.7% | -50.2% | +174.9% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling