+472.7%
LLY vs AXON
+84.3%
+388.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | +0.1% |
| 7D | +1.4% | -25.6% | +27.0% | +3.1% |
| 30D | +21.5% | -23.9% | +45.4% | +23.5% |
| 3M | +18.5% | -50.4% | +68.9% | +23.3% |
| 6M | +49.1% | -20.0% | +69.1% | +50.0% |
| YTD | +34.4% | -44.5% | +78.8% | +37.9% |
| 1Y | +46.3% | -44.9% | +91.2% | +50.2% |
| 3Y | +145.5% | +44.7% | +100.7% | +122.2% |
| 5Y | +472.7% | +86.7% | +386.0% | +386.2% |
| All | +472.7% | +84.3% | +388.3% | +386.2% |
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