+29.3%
LDOS vs NTNX
+55.6%
-26.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.6% | +3.4% | -5.1% | -2.0% |
| 30D | +8.2% | -13.6% | +21.8% | +10.0% |
| 3M | -8.2% | -11.1% | +3.0% | -7.1% |
| 6M | +5.8% | +35.7% | -29.8% | +1.8% |
| YTD | -27.0% | +16.8% | -43.8% | -29.2% |
| 1Y | -31.0% | -9.1% | -21.8% | -31.6% |
| 3Y | +29.3% | +55.8% | -26.5% | +18.3% |
| All | +29.3% | +55.6% | -26.3% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling