+519.2%
LYV vs NTNX
+148.8%
+370.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -1.9% | -3.1% | +1.2% | -1.3% |
| 30D | -8.2% | +2.0% | -10.2% | -8.7% |
| 3M | -1.3% | +34.0% | -35.2% | -7.3% |
| 6M | +2.6% | +72.4% | -69.8% | -9.4% |
| YTD | +19.4% | +27.5% | -8.1% | +11.8% |
| 1Y | -2.2% | -18.7% | +16.5% | 0.0% |
| 3Y | +106.0% | +80.8% | +25.3% | +72.0% |
| 5Y | +97.7% | +54.5% | +43.2% | +62.4% |
| All | +519.2% | +148.8% | +370.4% | +333.4% |
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 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