+2,706.3%
LLY vs NCLH
-38.0%
+2,744.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -6.5% | +4.3% | -1.8% |
| 30D | -1.6% | -23.3% | +21.7% | -0.2% |
| 3M | +2.3% | -18.6% | +20.9% | +3.3% |
| 6M | +14.9% | -26.2% | +41.1% | +16.5% |
| YTD | +7.5% | -30.2% | +37.7% | +9.1% |
| 1Y | +55.7% | -39.2% | +94.8% | +58.9% |
| 3Y | +110.6% | -5.1% | +115.7% | +107.9% |
| 5Y | +363.4% | -36.8% | +400.2% | +356.9% |
| 10Y | +1,649.0% | -56.3% | +1,705.3% | +1,612.7% |
| All | +2,706.3% | -38.0% | +2,744.3% | +2,693.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling