+1,562.5%
LLY vs NCLH
-56.9%
+1,619.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | -3.1% | -4.6% | +1.5% | -2.9% |
| 30D | -8.6% | -19.9% | +11.3% | -7.7% |
| 3M | -1.6% | -22.0% | +20.3% | -0.6% |
| 6M | +11.8% | -28.3% | +40.1% | +13.3% |
| YTD | +5.1% | -33.5% | +38.6% | +6.7% |
| 1Y | +50.7% | -41.5% | +92.2% | +53.6% |
| 3Y | +95.7% | -8.9% | +104.6% | +94.3% |
| 5Y | +390.2% | -40.5% | +430.6% | +386.0% |
| All | +1,562.5% | -56.9% | +1,619.3% | +1,647.6% |
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 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