-6.0%
LQD vs NCLH
-40.4%
+34.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.1% |
| 7D | -1.1% | -4.8% | +3.7% | -0.9% |
| 30D | -1.3% | -21.7% | +20.4% | -0.5% |
| 3M | -3.2% | -22.2% | +19.0% | -2.5% |
| 6M | -2.1% | -27.5% | +25.4% | -1.3% |
| YTD | -2.4% | -33.6% | +31.3% | -1.4% |
| 1Y | -2.7% | -45.0% | +42.3% | -1.2% |
| 3Y | +14.2% | -11.0% | +25.2% | +13.1% |
| All | -6.0% | -40.4% | +34.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling