+6.4%
LVS vs NTNX
+54.0%
-47.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -3.5% | -3.1% | -0.3% | -2.9% |
| 30D | -6.2% | +2.0% | -8.2% | -6.7% |
| 3M | -14.8% | +34.0% | -48.8% | -19.7% |
| 6M | -20.9% | +72.4% | -93.2% | -29.3% |
| YTD | -33.0% | +27.5% | -60.6% | -36.9% |
| 1Y | -20.0% | -18.7% | -1.3% | -18.2% |
| 3Y | -6.9% | +80.8% | -87.7% | -23.8% |
| All | +6.4% | +54.0% | -47.6% | -7.2% |
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 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