+120.0%
LEN vs NTNX
+148.8%
-28.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -4.8% | -3.1% | -1.6% | -4.3% |
| 30D | -6.6% | +2.0% | -8.5% | -6.9% |
| 3M | -15.7% | +34.0% | -49.6% | -19.4% |
| 6M | -16.6% | +72.4% | -89.0% | -23.9% |
| YTD | -21.3% | +27.5% | -48.9% | -25.1% |
| 1Y | -42.0% | -18.7% | -23.3% | -40.9% |
| 3Y | -27.9% | +80.8% | -108.7% | -38.1% |
| 5Y | -10.7% | +54.5% | -65.2% | -24.5% |
| All | +120.0% | +148.8% | -28.8% | +62.7% |
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