+2,898.2%
LITE vs AXON
+1,087.3%
+1,810.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.8% | -8.9% | -16.5% |
| 7D | -44.6% | -12.7% | -31.9% | -42.6% |
| 30D | -55.0% | -8.6% | -46.4% | -54.0% |
| 3M | -38.3% | -37.2% | -1.1% | -32.4% |
| 6M | -48.8% | +0.5% | -49.3% | -50.7% |
| YTD | +38.3% | -32.6% | +70.9% | +43.5% |
| 1Y | +119.0% | -40.2% | +159.2% | +134.5% |
| 3Y | +1,092.0% | +76.1% | +1,015.9% | +862.5% |
| 5Y | +446.1% | +109.5% | +336.6% | +307.2% |
| 10Y | +1,381.7% | +1,640.5% | -258.8% | +705.3% |
| All | +2,898.2% | +1,087.3% | +1,810.9% | +1,336.4% |
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 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