+990.3%
LITE vs NTNX
+49.8%
+940.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.8% |
| 7D | +10.4% | -3.9% | +14.3% | +11.6% |
| 30D | +14.0% | +1.7% | +12.3% | +13.3% |
| 3M | +9.7% | +31.7% | -22.1% | +0.8% |
| 6M | +39.2% | +69.4% | -30.1% | +17.7% |
| YTD | +153.9% | +26.6% | +127.3% | +132.3% |
| 1Y | +467.5% | -15.2% | +482.7% | +484.7% |
| 3Y | +1,784.2% | +80.9% | +1,703.3% | +1,505.7% |
| 5Y | +990.3% | +53.3% | +937.0% | +866.9% |
| All | +990.3% | +49.8% | +940.5% | +866.9% |
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 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