+73.0%
LMT vs NTNX
+54.0%
+19.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -0.2% | -3.1% | +2.9% | -0.2% |
| 30D | -13.1% | +2.0% | -15.0% | -13.0% |
| 3M | -3.9% | +34.0% | -37.8% | -3.5% |
| 6M | -18.3% | +72.4% | -90.6% | -17.7% |
| YTD | +10.3% | +27.5% | -17.2% | +10.7% |
| 1Y | +14.2% | -18.7% | +33.0% | +14.1% |
| 3Y | +35.0% | +80.8% | -45.8% | +35.3% |
| All | +73.0% | +54.0% | +19.0% | +79.2% |
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 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