+75.7%
LSCC vs NTNX
+0.3%
+75.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -1.6% | +2.9% | +1.3% |
| 30D | -9.7% | +11.6% | -21.3% | -9.4% |
| 3M | -23.7% | +23.8% | -47.5% | -23.0% |
| 6M | +26.5% | +68.8% | -42.3% | +25.5% |
| YTD | +57.5% | +31.7% | +25.8% | +57.8% |
| 1Y | +75.7% | -0.9% | +76.6% | +87.3% |
| All | +75.7% | +0.3% | +75.4% | +87.3% |
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