+3,068.2%
LITE vs NCLH
-70.2%
+3,138.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.5% |
| 7D | -35.9% | +2.0% | -37.9% | -36.3% |
| 30D | -51.5% | +19.1% | -70.6% | -53.6% |
| 3M | -35.7% | -7.5% | -28.2% | -34.8% |
| 6M | -43.0% | +1.0% | -43.9% | -44.0% |
| YTD | +46.1% | -19.7% | +65.8% | +49.6% |
| 1Y | +124.7% | -1.8% | +126.5% | +119.2% |
| 3Y | +1,172.1% | +36.7% | +1,135.4% | +1,052.9% |
| 5Y | +477.0% | -38.0% | +515.1% | +471.5% |
| 10Y | +1,465.7% | -51.6% | +1,517.2% | +1,434.7% |
| All | +3,068.2% | -70.2% | +3,138.3% | +3,097.3% |
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