+248.2%
LDOS vs NTNX
+146.9%
+101.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -2.1% | -3.9% | +1.8% | -1.7% |
| 30D | -8.0% | +1.7% | -9.8% | -8.3% |
| 3M | +6.8% | +31.7% | -24.9% | +3.7% |
| 6M | -24.5% | +69.4% | -93.8% | -28.8% |
| YTD | -27.8% | +26.6% | -54.3% | -30.0% |
| 1Y | -27.4% | -15.2% | -12.2% | -27.0% |
| 3Y | +39.9% | +80.9% | -41.0% | +28.0% |
| 5Y | +42.1% | +53.3% | -11.2% | +29.3% |
| All | +248.2% | +146.9% | +101.4% | +184.2% |
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 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