+15.2%
LQD vs AXON
+134.7%
-119.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.2% | -2.5% | +2.7% | +0.3% |
| 30D | -0.6% | -11.5% | +10.9% | -0.4% |
| 3M | -1.2% | +7.3% | -8.5% | -1.4% |
| 6M | -1.9% | -11.9% | +10.0% | -1.9% |
| YTD | -1.3% | -11.0% | +9.7% | -1.3% |
| 1Y | -1.0% | -31.8% | +30.7% | -0.6% |
| 3Y | +15.2% | +135.4% | -120.2% | +6.5% |
| All | +15.2% | +134.7% | -119.5% | +6.5% |
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