+3,493.5%
LRCX vs NTNX
+148.8%
+3,344.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.1% | -3.1% | +0.1% | -2.2% |
| 30D | -8.6% | +2.0% | -10.5% | -9.0% |
| 3M | -17.7% | +34.0% | -51.6% | -24.2% |
| 6M | +36.4% | +72.4% | -36.0% | +15.3% |
| YTD | +74.5% | +27.5% | +47.0% | +58.7% |
| 1Y | +159.4% | -18.7% | +178.2% | +166.0% |
| 3Y | +361.6% | +80.8% | +280.8% | +267.8% |
| 5Y | +425.2% | +54.5% | +370.8% | +313.4% |
| All | +3,493.5% | +148.8% | +3,344.8% | +2,205.4% |
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 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