+223.1%
LHX vs NTNX
+148.8%
+74.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -4.3% | -3.1% | -1.1% | -4.1% |
| 30D | -15.1% | +2.0% | -17.1% | -15.3% |
| 3M | -21.0% | +34.0% | -54.9% | -22.5% |
| 6M | -32.0% | +72.4% | -104.4% | -34.5% |
| YTD | -15.3% | +27.5% | -42.9% | -17.0% |
| 1Y | -11.1% | -18.7% | +7.7% | -10.4% |
| 3Y | +54.0% | +80.8% | -26.7% | +44.9% |
| 5Y | +17.1% | +54.5% | -37.4% | +9.7% |
| All | +223.1% | +148.8% | +74.4% | +175.5% |
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 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