+140.8%
LLY vs AXON
+44.5%
+96.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.1% |
| 7D | +6.7% | +0.8% | +6.0% | +6.7% |
| 30D | +19.6% | -22.8% | +42.3% | +20.9% |
| 3M | +19.7% | -48.8% | +68.5% | +22.9% |
| 6M | +42.7% | -16.3% | +59.0% | +43.4% |
| YTD | +35.1% | -44.5% | +79.6% | +37.8% |
| 1Y | +42.2% | -43.4% | +85.6% | +44.8% |
| 3Y | +140.8% | +44.3% | +96.5% | +118.8% |
| All | +140.8% | +44.5% | +96.3% | +118.8% |
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