Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LRCX vs NCLH✓SelectedUSD · NCLHLRCX vs NCLH performance historyLatest closeAs of-5.65%09/10
Stock and ETF performance explorer

LRCX vs NCLH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,655.3%
NCLH return
-42.0%
Excess return
+8,697.3%
Maximum drawdown
-56.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioNCLHExcessAlpha
1D-5.6%-1.9%-3.8%-5.1%
7D+1.8%-6.5%+8.4%+3.7%
30D-4.3%-22.1%+17.8%+2.4%
3M-7.3%-18.7%+11.4%-2.8%
6M+38.6%-28.4%+67.0%+50.0%
YTD+74.4%-34.7%+109.1%+92.2%
1Y+179.1%-42.7%+221.8%+216.8%
3Y+357.7%-10.6%+368.3%+339.8%
5Y+424.9%-40.7%+465.6%+425.1%
10Y+3,642.4%-57.8%+3,700.1%+3,228.0%
All+8,655.3%-42.0%+8,697.3%+7,548.2%

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 1990-01-01 to 2026-09-10: 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…

1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling