+2,077.5%
LLY vs NCLH
-53.4%
+2,130.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +6.6% | +0.2% | +6.4% | +6.6% |
| 30D | +19.4% | +20.8% | -1.4% | +18.3% |
| 3M | +19.6% | -8.1% | +27.7% | +19.9% |
| 6M | +42.6% | +11.8% | +30.7% | +41.5% |
| YTD | +35.0% | -19.5% | +54.5% | +35.7% |
| 1Y | +42.0% | -3.2% | +45.2% | +41.6% |
| 3Y | +140.5% | +37.1% | +103.4% | +134.5% |
| 5Y | +479.9% | -29.9% | +509.8% | +469.8% |
| All | +2,077.5% | -53.4% | +2,130.8% | +2,133.5% |
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