-27.4%
LDOS vs NTNX
-14.1%
-13.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | -2.1% | -3.9% | +1.8% | -1.5% |
| 30D | -8.0% | +1.7% | -9.8% | -8.4% |
| 3M | +6.8% | +31.7% | -24.9% | +2.4% |
| 6M | -24.5% | +69.4% | -93.8% | -30.6% |
| YTD | -27.8% | +26.6% | -54.3% | -31.9% |
| 1Y | -27.4% | -15.2% | -12.2% | -28.8% |
| All | -27.4% | -14.1% | -13.3% | -28.8% |
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