-10.0%
LOW vs NCLH
-12.2%
+2.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -2.6% | -6.5% | +3.9% | -1.4% |
| 30D | -11.1% | -22.1% | +10.9% | -6.9% |
| 3M | -8.5% | -18.7% | +10.2% | -5.1% |
| 6M | -20.8% | -28.4% | +7.6% | -16.4% |
| YTD | -17.2% | -34.7% | +17.5% | -11.7% |
| 1Y | -24.7% | -42.7% | +18.0% | -18.3% |
| All | -10.0% | -12.2% | +2.2% | -16.4% |
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