+3,331.4%
LLY vs AXON
+75,157.7%
-71,826.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.1% | -3.0% |
| 7D | -0.7% | -12.7% | +12.0% | +0.4% |
| 30D | +17.9% | -8.6% | +26.5% | +18.7% |
| 3M | +16.8% | -37.2% | +54.1% | +20.6% |
| 6M | +38.4% | +0.5% | +37.9% | +37.2% |
| YTD | +27.6% | -32.6% | +60.2% | +29.7% |
| 1Y | +48.3% | -40.2% | +88.5% | +52.1% |
| 3Y | +145.4% | +76.1% | +69.3% | +126.4% |
| 5Y | +438.9% | +109.5% | +329.4% | +382.5% |
| 10Y | +2,101.6% | +1,640.5% | +461.1% | +1,489.5% |
| All | +3,331.4% | +75,157.7% | -71,826.4% | +1,699.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling