+35.9%
LBRT vs NTNX
+76.6%
-40.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +1.8% | -3.1% | +4.9% | +2.5% |
| 30D | -2.5% | +2.0% | -4.5% | -3.0% |
| 3M | -24.9% | +34.0% | -58.8% | -30.0% |
| 6M | -29.5% | +72.4% | -101.8% | -38.5% |
| YTD | +14.7% | +27.5% | -12.8% | +6.4% |
| 1Y | +91.7% | -18.7% | +110.5% | +96.8% |
| 3Y | +24.6% | +80.8% | -56.1% | +1.3% |
| 5Y | +127.7% | +54.5% | +73.2% | +84.5% |
| All | +35.9% | +76.6% | -40.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling