-80.4%
LYFT vs NTNX
+78.7%
-159.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -8.4% | -3.1% | -5.2% | -7.2% |
| 30D | -7.6% | +2.0% | -9.6% | -8.5% |
| 3M | +11.7% | +34.0% | -22.2% | -0.8% |
| 6M | +15.1% | +72.4% | -57.3% | -9.0% |
| YTD | -20.9% | +27.5% | -48.4% | -29.9% |
| 1Y | -16.4% | -18.7% | +2.4% | -12.0% |
| 3Y | +35.2% | +80.8% | -45.5% | -1.6% |
| 5Y | -69.4% | +54.5% | -123.9% | -77.9% |
| All | -80.4% | +78.7% | -159.2% | -91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling