+1,560.7%
LLY vs NCLH
-57.7%
+1,618.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -3.2% | -6.5% | +3.4% | -2.8% |
| 30D | -7.4% | -22.1% | +14.6% | -6.4% |
| 3M | -1.0% | -18.7% | +17.7% | -0.1% |
| 6M | +12.5% | -28.4% | +40.9% | +14.0% |
| YTD | +5.0% | -34.7% | +39.7% | +6.7% |
| 1Y | +49.8% | -42.7% | +92.5% | +52.8% |
| 3Y | +95.5% | -10.6% | +106.1% | +94.2% |
| 5Y | +390.7% | -40.7% | +431.4% | +386.7% |
| All | +1,560.7% | -57.7% | +1,618.3% | +1,647.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling