+57.3%
LLY vs AXON
-40.7%
+98.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.6% |
| 7D | +10.1% | +0.2% | +9.8% | +10.1% |
| 30D | +24.0% | +3.0% | +21.0% | +24.0% |
| 3M | +27.3% | -30.1% | +57.4% | +27.1% |
| 6M | +47.0% | +7.7% | +39.2% | +48.8% |
| YTD | +32.6% | -25.3% | +57.9% | +30.1% |
| 1Y | +57.3% | -39.9% | +97.3% | +47.5% |
| All | +57.3% | -40.7% | +98.1% | +47.5% |
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 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