+132.2%
LLY vs AXON
+42.7%
+89.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.2% | +17.4% | +0.1% |
| 7D | -4.5% | -26.8% | +22.3% | -3.1% |
| 30D | +13.9% | -22.9% | +36.8% | +15.3% |
| 3M | +13.8% | -40.1% | +53.9% | +16.5% |
| 6M | +37.6% | -18.9% | +56.5% | +38.3% |
| YTD | +26.6% | -44.9% | +71.5% | +29.5% |
| 1Y | +45.3% | -46.7% | +92.0% | +48.9% |
| 3Y | +132.2% | +44.3% | +87.9% | +85.4% |
| All | +132.2% | +42.7% | +89.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling