+252.0%
LDOS vs NTNX
+127.8%
+124.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -1.6% | +3.4% | -5.1% | -2.0% |
| 30D | +8.2% | -13.6% | +21.8% | +9.8% |
| 3M | -8.2% | -11.1% | +3.0% | -7.2% |
| 6M | +5.8% | +35.7% | -29.8% | +2.2% |
| YTD | -27.0% | +16.8% | -43.8% | -28.7% |
| 1Y | -31.0% | -9.1% | -21.8% | -31.1% |
| 3Y | +29.3% | +55.8% | -26.5% | +20.1% |
| 5Y | +48.7% | +73.4% | -24.6% | +33.3% |
| 10Y | +228.0% | +113.6% | +114.4% | +168.7% |
| All | +252.0% | +127.8% | +124.2% | +189.4% |
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