+1,612.0%
LLY vs AXON
+1,827.7%
-215.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.6% |
| 7D | -2.1% | -14.2% | +12.0% | -1.2% |
| 30D | -1.6% | -15.4% | +13.8% | -0.7% |
| 3M | +2.3% | +0.5% | +1.8% | +1.8% |
| 6M | +14.9% | -9.5% | +24.4% | +14.8% |
| YTD | +7.5% | -9.2% | +16.7% | +7.1% |
| 1Y | +55.7% | -29.4% | +85.1% | +57.6% |
| 3Y | +110.6% | +139.4% | -28.8% | +90.7% |
| 5Y | +363.4% | +178.9% | +184.5% | +307.1% |
| All | +1,612.0% | +1,827.7% | -215.7% | +1,232.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling