+95.6%
LLY vs NCLH
-6.4%
+102.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.1% |
| 7D | -3.1% | -0.3% | -2.9% | -3.1% |
| 30D | -5.1% | -20.1% | +15.0% | -3.2% |
| 3M | -2.1% | -17.0% | +15.0% | -0.5% |
| 6M | +13.8% | -23.2% | +37.1% | +16.1% |
| YTD | +5.1% | -31.0% | +36.1% | +7.8% |
| 1Y | +53.1% | -37.3% | +90.4% | +57.8% |
| 3Y | +95.6% | -5.6% | +101.2% | +96.4% |
| All | +95.6% | -6.4% | +102.0% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling