+222.1%
LNG vs NTNX
+54.0%
+168.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.7% | -3.1% | -1.5% | -4.4% |
| 30D | +3.8% | +2.0% | +1.9% | +3.6% |
| 3M | +16.2% | +34.0% | -17.8% | +12.8% |
| 6M | +11.7% | +72.4% | -60.7% | +5.4% |
| YTD | +44.2% | +27.5% | +16.7% | +39.9% |
| 1Y | +18.6% | -18.7% | +37.3% | +20.4% |
| 3Y | +77.4% | +80.8% | -3.3% | +63.6% |
| All | +222.1% | +54.0% | +168.1% | +210.7% |
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