+358.4%
LIN vs NCLH
-56.0%
+414.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.8% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -4.1% | -20.1% | +16.0% | -1.4% |
| 3M | -6.4% | -17.0% | +10.7% | -4.5% |
| 6M | -2.4% | -23.2% | +20.8% | -0.1% |
| YTD | +10.9% | -31.0% | +42.0% | +14.5% |
| 1Y | 0.0% | -37.3% | +37.3% | +4.1% |
| 3Y | +25.8% | -5.6% | +31.4% | +19.3% |
| 5Y | +60.8% | -37.0% | +97.8% | +53.8% |
| 10Y | +358.4% | -55.3% | +413.6% | +317.0% |
| All | +358.4% | -56.0% | +414.4% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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