+361.6%
LRCX vs NCLH
-10.7%
+372.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -3.1% | -4.8% | +1.8% | -1.5% |
| 30D | -8.6% | -21.7% | +13.1% | -1.3% |
| 3M | -17.7% | -22.2% | +4.6% | -12.1% |
| 6M | +36.4% | -27.5% | +63.9% | +48.0% |
| YTD | +74.5% | -33.6% | +108.1% | +92.9% |
| 1Y | +159.4% | -45.0% | +204.4% | +202.3% |
| 3Y | +361.6% | -11.0% | +372.6% | +344.1% |
| All | +361.6% | -10.7% | +372.3% | +344.1% |
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