-39.6%
NCLH vs EL
-68.7%
+29.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.2% |
| 7D | -4.6% | -2.4% | -2.3% | -3.6% |
| 30D | -19.9% | +13.7% | -33.6% | -25.1% |
| 3M | -22.0% | +14.5% | -36.5% | -27.3% |
| 6M | -28.3% | +7.4% | -35.7% | -32.2% |
| YTD | -33.5% | -4.7% | -28.8% | -34.2% |
| 1Y | -41.5% | +12.9% | -54.4% | -47.4% |
| 3Y | -8.9% | -32.2% | +23.3% | +1.6% |
| All | -39.6% | -68.7% | +29.1% | +22.5% |
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