+175.1%
LII vs NTNX
+154.7%
+20.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | -12.4% | +7.7% | -20.1% | -13.2% |
| 3M | -24.8% | +30.2% | -55.0% | -27.2% |
| 6M | -25.2% | +69.4% | -94.6% | -30.1% |
| YTD | -20.3% | +30.6% | -50.8% | -23.4% |
| 1Y | -32.9% | -10.0% | -23.0% | -32.8% |
| 3Y | +2.0% | +86.6% | -84.6% | -8.3% |
| 5Y | +24.4% | +57.1% | -32.7% | +10.1% |
| All | +175.1% | +154.7% | +20.5% | +123.3% |
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