-97.9%
LCID vs NTNX
+54.0%
-151.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -9.8% | -3.1% | -6.7% | -8.9% |
| 30D | -35.5% | +2.0% | -37.4% | -35.9% |
| 3M | -18.4% | +34.0% | -52.3% | -25.3% |
| 6M | -60.5% | +72.4% | -132.9% | -66.7% |
| YTD | -60.1% | +27.5% | -87.6% | -63.4% |
| 1Y | -78.8% | -18.7% | -60.1% | -77.9% |
| 3Y | -92.8% | +80.8% | -173.5% | -94.7% |
| All | -97.9% | +54.0% | -151.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling