+1,206.5%
LPLA vs NTNX
+148.8%
+1,057.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | -6.0% | +2.0% | -8.0% | -6.4% |
| 3M | +24.0% | +34.0% | -9.9% | +17.2% |
| 6M | +17.0% | +72.4% | -55.4% | +4.5% |
| YTD | -0.7% | +27.5% | -28.2% | -6.4% |
| 1Y | +2.1% | -18.7% | +20.9% | +4.3% |
| 3Y | +48.7% | +80.8% | -32.1% | +27.8% |
| 5Y | +151.2% | +54.5% | +96.7% | +112.9% |
| All | +1,206.5% | +148.8% | +1,057.7% | +824.7% |
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 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