-45.0%
NCLH vs EL
+12.6%
-57.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -4.8% | -6.5% | +1.7% | -2.9% |
| 30D | -21.7% | +11.1% | -32.8% | -24.3% |
| 3M | -22.2% | +10.7% | -33.0% | -24.8% |
| 6M | -27.5% | +6.9% | -34.4% | -30.4% |
| YTD | -33.6% | -6.3% | -27.3% | -33.4% |
| 1Y | -45.0% | +13.5% | -58.5% | -47.5% |
| All | -45.0% | +12.6% | -57.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling