+372.0%
LLY vs AXON
+179.8%
+192.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.6% |
| 7D | -2.1% | -14.2% | +12.0% | -1.3% |
| 30D | -1.6% | -15.4% | +13.8% | -0.8% |
| 3M | +2.3% | +0.5% | +1.8% | +1.8% |
| 6M | +14.9% | -9.5% | +24.4% | +14.9% |
| YTD | +7.5% | -9.2% | +16.7% | +7.2% |
| 1Y | +55.7% | -29.4% | +85.1% | +58.1% |
| 3Y | +110.6% | +139.4% | -28.8% | +84.6% |
| All | +372.0% | +179.8% | +192.2% | +296.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling