+41.4%
LQD vs NCLH
-40.8%
+82.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.1% |
| 30D | -0.2% | -19.9% | +19.7% | +0.5% |
| 3M | -1.7% | -22.0% | +20.3% | -1.0% |
| 6M | -2.7% | -28.3% | +25.6% | -1.8% |
| YTD | -1.4% | -33.5% | +32.0% | -0.4% |
| 1Y | -1.0% | -41.5% | +40.5% | +0.3% |
| 3Y | +15.1% | -8.9% | +24.0% | +13.8% |
| 5Y | -5.2% | -40.5% | +35.3% | -6.1% |
| 10Y | +23.3% | -57.0% | +80.3% | +14.2% |
| All | +41.4% | -40.8% | +82.3% | +30.5% |
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