+1,710.3%
LSCC vs NTNX
+154.7%
+1,555.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +5.2% | +1.2% | +4.0% | +4.9% |
| 30D | -9.6% | +7.7% | -17.3% | -11.3% |
| 3M | -17.8% | +30.2% | -47.9% | -23.2% |
| 6M | +37.4% | +69.4% | -32.0% | +18.7% |
| YTD | +59.7% | +30.6% | +29.1% | +46.3% |
| 1Y | +76.2% | -10.0% | +86.2% | +75.8% |
| 3Y | +28.2% | +86.6% | -58.5% | +4.9% |
| 5Y | +87.2% | +57.1% | +30.1% | +51.7% |
| All | +1,710.3% | +154.7% | +1,555.6% | +1,186.0% |
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 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