+490.8%
LITE vs AXON
+71.5%
+419.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -18.2% | +23.9% | +9.7% |
| 7D | -35.9% | -26.8% | -9.1% | -31.4% |
| 30D | -51.5% | -22.9% | -28.6% | -48.7% |
| 3M | -35.7% | -40.1% | +4.4% | -29.1% |
| 6M | -43.0% | -18.9% | -24.1% | -43.5% |
| YTD | +46.1% | -44.9% | +91.0% | +58.4% |
| 1Y | +124.7% | -46.7% | +171.4% | +146.9% |
| 3Y | +1,172.1% | +44.3% | +1,127.7% | +893.6% |
| All | +490.8% | +71.5% | +419.3% | +292.1% |
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