+257.6%
LDOS vs NTNX
+156.8%
+100.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -5.4% | -1.6% | -3.8% | -5.3% |
| 30D | +4.9% | +11.6% | -6.8% | +3.6% |
| 3M | +7.2% | +23.8% | -16.6% | +4.7% |
| 6M | -24.2% | +68.8% | -93.0% | -28.6% |
| YTD | -25.8% | +31.7% | -57.5% | -28.4% |
| 1Y | -24.7% | -0.9% | -23.8% | -25.5% |
| 3Y | +39.3% | +95.0% | -55.7% | +26.5% |
| 5Y | +43.3% | +57.4% | -14.1% | +30.1% |
| All | +257.6% | +156.8% | +100.8% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling