-16.5%
LPLA vs NTNX
-9.1%
-7.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.2% | +4.7% |
| 7D | +15.7% | -12.3% | +28.1% | +16.8% |
| 30D | -6.2% | -13.2% | +7.1% | -5.2% |
| 3M | -12.0% | +3.6% | -15.6% | -12.4% |
| 6M | -2.7% | +45.7% | -48.4% | -5.3% |
| YTD | -12.5% | +23.2% | -35.8% | -17.1% |
| 1Y | -16.5% | -9.1% | -7.4% | -21.5% |
| All | -16.5% | -9.1% | -7.4% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling