+21.1%
LII vs NTNX
+54.0%
-32.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -6.3% | -3.1% | -3.1% | -5.8% |
| 30D | -13.0% | +2.0% | -15.0% | -13.4% |
| 3M | -29.0% | +34.0% | -63.0% | -32.2% |
| 6M | -27.7% | +72.4% | -100.0% | -34.1% |
| YTD | -24.2% | +27.5% | -51.7% | -27.6% |
| 1Y | -34.8% | -18.7% | -16.1% | -32.8% |
| 3Y | -4.2% | +80.8% | -85.0% | -18.6% |
| All | +21.1% | +54.0% | -32.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling