+59.8%
LH vs NTNX
+82.3%
-22.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -4.7% | -3.1% | -1.6% | -4.5% |
| 30D | -3.5% | +2.0% | -5.4% | -3.6% |
| 3M | +17.7% | +34.0% | -16.3% | +15.8% |
| 6M | +15.8% | +72.4% | -56.6% | +12.2% |
| YTD | +25.1% | +27.5% | -2.4% | +22.8% |
| 1Y | +12.5% | -18.7% | +31.2% | +13.2% |
| 3Y | +59.8% | +80.8% | -21.0% | +58.2% |
| All | +59.8% | +82.3% | -22.5% | +58.2% |
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