+2,043.2%
LLY vs AXON
+1,304.2%
+739.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.2% | +17.4% | +0.4% |
| 7D | -4.5% | -26.8% | +22.3% | -2.6% |
| 30D | +13.9% | -22.9% | +36.8% | +15.7% |
| 3M | +13.8% | -40.1% | +53.9% | +17.3% |
| 6M | +37.6% | -18.9% | +56.5% | +38.4% |
| YTD | +26.6% | -44.9% | +71.5% | +30.0% |
| 1Y | +45.3% | -46.7% | +92.0% | +49.6% |
| 3Y | +132.2% | +44.3% | +87.9% | +116.6% |
| 5Y | +434.7% | +71.4% | +363.3% | +383.0% |
| All | +2,043.2% | +1,304.2% | +739.0% | +1,566.7% |
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