+38.3%
LDOS vs NTNX
+85.1%
-46.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -4.2% | +0.1% | -4.4% | -4.2% |
| 30D | -7.9% | +3.8% | -11.7% | -8.3% |
| 3M | +4.1% | +31.9% | -27.8% | +0.6% |
| 6M | -28.2% | +68.5% | -96.7% | -32.9% |
| YTD | -28.5% | +29.5% | -58.0% | -31.5% |
| 1Y | -27.7% | -11.6% | -16.0% | -28.1% |
| All | +38.3% | +85.1% | -46.9% | +19.5% |
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