+446.1%
LITE vs AXON
+105.6%
+340.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.8% | -8.9% | -16.3% |
| 7D | -44.6% | -12.7% | -31.9% | -42.5% |
| 30D | -55.0% | -8.6% | -46.4% | -53.9% |
| 3M | -38.3% | -37.2% | -1.1% | -32.3% |
| 6M | -48.8% | +0.5% | -49.3% | -51.3% |
| YTD | +38.3% | -32.6% | +70.9% | +44.3% |
| 1Y | +119.0% | -40.2% | +159.2% | +138.0% |
| 3Y | +1,092.0% | +76.1% | +1,015.9% | +796.1% |
| 5Y | +446.1% | +109.5% | +336.6% | +245.5% |
| All | +446.1% | +105.6% | +340.5% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling