+78.2%
NTNX vs LUMN
-55.9%
+134.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -3.1% | +2.5% | -5.7% | -3.4% |
| 30D | +2.0% | +10.3% | -8.4% | +0.8% |
| 3M | +34.0% | -18.3% | +52.2% | +36.3% |
| 6M | +72.4% | +4.4% | +68.0% | +69.4% |
| YTD | +27.5% | -10.7% | +38.2% | +26.1% |
| 1Y | -18.7% | +14.0% | -32.7% | -22.8% |
| 3Y | +80.8% | +406.6% | -325.8% | +23.4% |
| 5Y | +54.5% | -36.8% | +91.3% | +62.3% |
| All | +78.2% | -55.9% | +134.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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