+742.5%
LMT vs NCLH
-38.7%
+781.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.2% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -8.2% | -20.1% | +11.8% | -6.8% |
| 3M | +3.7% | -17.0% | +20.8% | +4.8% |
| 6M | -19.2% | -23.2% | +4.1% | -18.0% |
| YTD | +12.9% | -31.0% | +43.9% | +14.9% |
| 1Y | +19.8% | -37.3% | +57.1% | +22.6% |
| 3Y | +37.3% | -5.6% | +42.9% | +32.4% |
| 5Y | +74.4% | -37.0% | +111.4% | +68.5% |
| 10Y | +188.9% | -55.3% | +244.2% | +168.7% |
| All | +742.5% | -38.7% | +781.2% | +635.6% |
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 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