+143.7%
LLY vs AXON
+31.7%
+112.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.4% |
| 7D | +0.1% | -28.7% | +28.8% | +1.5% |
| 30D | +19.7% | -28.3% | +48.0% | +21.4% |
| 3M | +19.3% | -46.9% | +66.2% | +22.3% |
| 6M | +49.3% | -24.9% | +74.2% | +50.6% |
| YTD | +32.0% | -46.6% | +78.6% | +34.9% |
| 1Y | +53.7% | -49.7% | +103.4% | +57.5% |
| 3Y | +143.7% | +40.6% | +103.2% | +120.4% |
| All | +143.7% | +31.7% | +112.1% | +120.4% |
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