+1,745.3%
LSCC vs NTNX
+148.8%
+1,596.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.7% |
| 7D | +3.3% | -3.1% | +6.5% | +4.1% |
| 30D | -7.4% | +2.0% | -9.3% | -7.9% |
| 3M | -16.2% | +34.0% | -50.1% | -22.3% |
| 6M | +31.9% | +72.4% | -40.5% | +13.4% |
| YTD | +62.8% | +27.5% | +35.2% | +50.0% |
| 1Y | +81.4% | -18.7% | +100.1% | +85.9% |
| 3Y | +33.1% | +80.8% | -47.7% | +9.7% |
| 5Y | +90.8% | +54.5% | +36.3% | +55.3% |
| All | +1,745.3% | +148.8% | +1,596.5% | +1,218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling