-29.6%
NCLH vs EL
-65.2%
+35.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +0.2% | +1.5% | -1.3% | -0.4% |
| 30D | +20.8% | +10.0% | +10.8% | +15.7% |
| 3M | -8.1% | +28.4% | -36.5% | -18.8% |
| 6M | +11.8% | +37.1% | -25.2% | -4.7% |
| YTD | -19.5% | +7.8% | -27.4% | -25.0% |
| 1Y | -3.2% | +26.0% | -29.3% | -16.7% |
| 3Y | +37.1% | +3.8% | +33.3% | +20.1% |
| All | -29.6% | -65.2% | +35.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling