+43.0%
LBRT vs NTNX
+79.4%
-36.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +10.2% | +0.1% | +10.0% | +10.1% |
| 30D | +4.9% | +3.8% | +1.0% | +3.8% |
| 3M | -21.2% | +31.9% | -53.2% | -26.3% |
| 6M | -19.9% | +68.5% | -88.4% | -29.9% |
| YTD | +20.8% | +29.5% | -8.7% | +11.5% |
| 1Y | +123.5% | -11.6% | +135.2% | +124.8% |
| 3Y | +30.9% | +85.1% | -54.2% | +5.8% |
| 5Y | +136.3% | +54.8% | +81.5% | +91.5% |
| All | +43.0% | +79.4% | -36.4% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling