+483.2%
LIN vs NCLH
-28.6%
+511.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.2% | +2.0% | -1.8% | -0.1% |
| 30D | +6.5% | +19.1% | -12.6% | +3.8% |
| 3M | +5.5% | -7.5% | +13.0% | +6.2% |
| 6M | +3.3% | +1.0% | +2.4% | +2.3% |
| YTD | +22.0% | -19.7% | +41.7% | +23.2% |
| 1Y | +25.7% | -1.8% | +27.5% | +23.3% |
| 3Y | +36.2% | +36.7% | -0.5% | +22.7% |
| 5Y | +66.1% | -38.0% | +104.1% | +59.3% |
| 10Y | +431.0% | -51.6% | +482.5% | +357.4% |
| All | +483.2% | -28.6% | +511.8% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling