+571.0%
LNG vs NTNX
+148.8%
+422.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.7% | -3.1% | -1.5% | -4.3% |
| 30D | +3.8% | +2.0% | +1.9% | +3.5% |
| 3M | +16.2% | +34.0% | -17.8% | +11.8% |
| 6M | +11.7% | +72.4% | -60.7% | +3.6% |
| YTD | +44.2% | +27.5% | +16.7% | +38.5% |
| 1Y | +18.6% | -18.7% | +37.3% | +20.2% |
| 3Y | +77.4% | +80.8% | -3.3% | +58.6% |
| 5Y | +232.3% | +54.5% | +177.8% | +194.0% |
| All | +571.0% | +148.8% | +422.3% | +410.1% |
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