+584.7%
LOW vs NCLH
-40.8%
+625.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | -0.6% | -4.6% | +4.0% | +0.2% |
| 30D | -9.3% | -19.9% | +10.7% | -5.8% |
| 3M | -8.1% | -22.0% | +13.9% | -4.4% |
| 6M | -19.8% | -28.3% | +8.5% | -15.7% |
| YTD | -16.4% | -33.5% | +17.1% | -11.6% |
| 1Y | -24.7% | -41.5% | +16.8% | -19.1% |
| 3Y | -8.8% | -8.9% | +0.1% | -12.3% |
| 5Y | +7.8% | -40.5% | +48.2% | +5.1% |
| 10Y | +233.8% | -57.0% | +290.8% | +184.2% |
| All | +584.7% | -40.8% | +625.5% | +468.5% |
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