-4.5%
LUNR vs NTNX
-9.1%
+4.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.7% |
| 7D | -14.3% | -12.3% | -2.0% | -9.9% |
| 30D | -30.5% | -13.2% | -17.3% | -26.6% |
| 3M | -28.9% | +3.6% | -32.4% | -29.3% |
| 6M | -60.8% | +45.7% | -106.5% | -66.3% |
| YTD | -38.8% | +23.2% | -62.1% | -43.9% |
| 1Y | -4.5% | -9.1% | +4.6% | -0.7% |
| All | -4.5% | -9.1% | +4.6% | -0.7% |
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