+1,938.3%
LITE vs NTNX
+85.1%
+1,853.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +13.6% | +0.1% | +13.5% | +13.5% |
| 30D | +21.6% | +3.8% | +17.7% | +19.7% |
| 3M | +20.3% | +31.9% | -11.6% | +8.0% |
| 6M | +54.4% | +68.5% | -14.1% | +24.2% |
| YTD | +168.3% | +29.5% | +138.8% | +139.4% |
| 1Y | +551.8% | -11.6% | +563.4% | +591.4% |
| All | +1,938.3% | +85.1% | +1,853.2% | +1,358.9% |
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