+2,502.5%
LITE vs NCLH
-56.0%
+2,558.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.3% |
| 7D | +12.6% | -0.3% | +12.9% | +12.6% |
| 30D | +9.9% | -20.1% | +30.0% | +15.8% |
| 3M | +9.3% | -17.0% | +26.3% | +13.0% |
| 6M | +75.2% | -23.2% | +98.5% | +83.3% |
| YTD | +165.5% | -31.0% | +196.5% | +182.5% |
| 1Y | +555.0% | -37.3% | +592.2% | +609.6% |
| 3Y | +1,870.5% | -5.6% | +1,876.1% | +1,823.7% |
| 5Y | +1,009.8% | -37.0% | +1,046.8% | +1,005.4% |
| 10Y | +2,502.5% | -55.3% | +2,557.7% | +2,740.7% |
| All | +2,502.5% | -56.0% | +2,558.5% | +2,740.7% |
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