+86.7%
LSCC vs NTNX
+54.0%
+32.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.7% |
| 7D | +3.3% | -3.1% | +6.5% | +4.4% |
| 30D | -7.4% | +2.0% | -9.3% | -8.1% |
| 3M | -16.2% | +34.0% | -50.1% | -24.1% |
| 6M | +31.9% | +72.4% | -40.5% | +7.5% |
| YTD | +62.8% | +27.5% | +35.2% | +46.3% |
| 1Y | +81.4% | -18.7% | +100.1% | +90.4% |
| 3Y | +33.1% | +80.8% | -47.7% | -1.2% |
| All | +86.7% | +54.0% | +32.7% | +62.0% |
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