+91.7%
LBRT vs NTNX
-15.3%
+107.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +1.8% | -3.1% | +4.9% | +1.6% |
| 30D | -2.5% | +2.0% | -4.5% | -2.3% |
| 3M | -24.9% | +34.0% | -58.8% | -23.2% |
| 6M | -29.5% | +72.4% | -101.8% | -26.7% |
| YTD | +14.7% | +27.5% | -12.8% | +21.4% |
| 1Y | +91.7% | -18.7% | +110.5% | +130.2% |
| All | +91.7% | -15.3% | +107.1% | +130.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling