+2,242.7%
LITE vs NTNX
+154.7%
+2,088.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +11.3% |
| 7D | +12.6% | +1.2% | +11.4% | +12.2% |
| 30D | +9.9% | +7.7% | +2.2% | +7.4% |
| 3M | +9.3% | +30.2% | -20.9% | +0.9% |
| 6M | +75.2% | +69.4% | +5.8% | +48.8% |
| YTD | +165.5% | +30.6% | +134.9% | +140.5% |
| 1Y | +555.0% | -10.0% | +565.0% | +553.8% |
| 3Y | +1,870.5% | +86.6% | +1,783.8% | +1,510.2% |
| 5Y | +1,009.8% | +57.1% | +952.7% | +799.3% |
| All | +2,242.7% | +154.7% | +2,088.0% | +1,352.2% |
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