-27.6%
NCLH vs EL
+107.8%
-135.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | +0.2% | +1.5% | -1.3% | -0.6% |
| 30D | +20.8% | +10.0% | +10.8% | +14.2% |
| 3M | -8.1% | +28.4% | -36.5% | -21.8% |
| 6M | +11.8% | +37.1% | -25.2% | -9.3% |
| YTD | -19.5% | +7.8% | -27.4% | -27.0% |
| 1Y | -3.2% | +26.0% | -29.3% | -20.7% |
| 3Y | +37.1% | +3.8% | +33.3% | +12.9% |
| 5Y | -29.9% | -65.2% | +35.3% | +26.1% |
| 10Y | -53.3% | +62.1% | -115.4% | -62.6% |
| All | -27.6% | +107.8% | -135.4% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling