-48.1%
NCLH vs ALLE
+233.6%
-281.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | +0.1% | +0.6% |
| 7D | +2.7% | -0.6% | +3.4% | +3.4% |
| 30D | +18.4% | +26.6% | -8.2% | -3.1% |
| 3M | -4.3% | +13.2% | -17.4% | -14.0% |
| 6M | +7.9% | +42.9% | -35.0% | -21.0% |
| YTD | -17.4% | +21.0% | -38.5% | -32.1% |
| 1Y | -3.4% | +15.2% | -18.5% | -16.9% |
| 3Y | +44.4% | +95.6% | -51.2% | -24.9% |
| 5Y | -33.7% | +53.4% | -87.1% | -57.6% |
| 10Y | -48.1% | +221.5% | -269.6% | -78.9% |
| All | -48.1% | +233.6% | -281.8% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling