+48.7%
LUNR vs NTNX
+85.8%
-37.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -3.1% | -3.1% | 0.0% | -2.7% |
| 30D | -15.3% | +2.0% | -17.3% | -15.6% |
| 3M | -53.2% | +34.0% | -87.1% | -55.2% |
| 6M | -22.2% | +72.4% | -94.6% | -28.4% |
| YTD | -11.6% | +27.5% | -39.1% | -15.8% |
| 1Y | +68.4% | -18.7% | +87.2% | +68.4% |
| 3Y | +216.8% | +80.8% | +136.0% | +238.3% |
| All | +48.7% | +85.8% | -37.1% | +68.2% |
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