+416.0%
LRCX vs NTNX
+54.0%
+362.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.1% | -3.1% | +0.1% | -2.3% |
| 30D | -8.6% | +2.0% | -10.5% | -9.0% |
| 3M | -17.7% | +34.0% | -51.6% | -24.0% |
| 6M | +36.4% | +72.4% | -36.0% | +15.1% |
| YTD | +74.5% | +27.5% | +47.0% | +59.8% |
| 1Y | +159.4% | -18.7% | +178.2% | +173.0% |
| 3Y | +361.6% | +80.8% | +280.8% | +262.5% |
| All | +416.0% | +54.0% | +362.0% | +328.4% |
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