+140.4%
LNT vs NTNX
+148.8%
-8.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -1.0% | -3.1% | +2.1% | -0.9% |
| 30D | -4.2% | +2.0% | -6.2% | -4.3% |
| 3M | -6.7% | +34.0% | -40.6% | -7.6% |
| 6M | -3.6% | +72.4% | -76.0% | -5.4% |
| YTD | +5.9% | +27.5% | -21.6% | +4.8% |
| 1Y | +7.3% | -18.7% | +26.0% | +7.8% |
| 3Y | +46.5% | +80.8% | -34.3% | +41.3% |
| 5Y | +32.5% | +54.5% | -22.0% | +27.4% |
| All | +140.4% | +148.8% | -8.3% | +118.0% |
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