+3,586.8%
LITE vs AXON
+1,216.5%
+2,370.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.8% | -9.7% | -8.3% |
| 7D | -31.4% | +0.2% | -31.7% | -31.4% |
| 30D | -42.6% | +3.0% | -45.6% | -43.0% |
| 3M | -26.2% | -30.1% | +3.9% | -21.4% |
| 6M | -35.8% | +7.7% | -43.5% | -39.4% |
| YTD | +70.0% | -25.3% | +95.4% | +71.8% |
| 1Y | +232.7% | -39.9% | +272.7% | +253.9% |
| 3Y | +1,365.7% | +95.2% | +1,270.5% | +1,052.2% |
| 5Y | +609.5% | +129.9% | +479.6% | +416.1% |
| 10Y | +1,721.9% | +1,829.8% | -107.9% | +864.0% |
| All | +3,586.8% | +1,216.5% | +2,370.3% | +1,619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling