+144.6%
LLY vs NCLH
+44.8%
+99.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +1.6% | +6.3% | -4.6% | +1.0% |
| 30D | +21.5% | +18.9% | +2.6% | +19.2% |
| 3M | +16.4% | -0.2% | +16.6% | +16.1% |
| 6M | +51.5% | +8.4% | +43.1% | +49.6% |
| YTD | +33.9% | -17.1% | +51.0% | +34.9% |
| 1Y | +49.1% | -2.8% | +51.9% | +48.2% |
| 3Y | +144.6% | +40.4% | +104.2% | +149.4% |
| All | +144.6% | +44.8% | +99.8% | +149.4% |
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