+27.2%
LYV vs NTNX
-15.5%
+42.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -1.5% | -13.2% | +11.7% | -0.4% |
| 30D | +2.6% | -20.5% | +23.1% | +4.4% |
| 3M | -3.6% | -2.9% | -0.7% | -3.7% |
| 6M | +4.4% | +35.3% | -30.9% | +1.4% |
| YTD | +23.0% | +12.9% | +10.1% | +19.6% |
| 1Y | +27.2% | -15.2% | +42.4% | +26.4% |
| All | +27.2% | -15.5% | +42.7% | +26.4% |
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