+35.0%
LMT vs NTNX
+82.3%
-47.3%
-31.8%
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% | -1.1% |
| 7D | -0.2% | -3.1% | +2.9% | -0.3% |
| 30D | -13.1% | +2.0% | -15.0% | -13.0% |
| 3M | -3.9% | +34.0% | -37.8% | -3.1% |
| 6M | -18.3% | +72.4% | -90.6% | -17.0% |
| YTD | +10.3% | +27.5% | -17.2% | +11.1% |
| 1Y | +14.2% | -18.7% | +33.0% | +13.7% |
| 3Y | +35.0% | +80.8% | -45.8% | +37.9% |
| All | +35.0% | +82.3% | -47.3% | +37.9% |
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