-37.9%
NCLH vs EL
+89.1%
-127.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | 0.0% |
| 7D | -0.3% | +1.7% | -1.9% | -1.3% |
| 30D | -20.1% | +15.5% | -35.5% | -27.3% |
| 3M | -17.0% | +20.6% | -37.6% | -26.6% |
| 6M | -23.2% | +10.5% | -33.7% | -30.0% |
| YTD | -31.0% | -1.9% | -29.2% | -33.7% |
| 1Y | -37.3% | +16.1% | -53.3% | -46.5% |
| 3Y | -5.6% | -30.2% | +24.6% | +0.4% |
| 5Y | -37.0% | -67.4% | +30.4% | +17.3% |
| 10Y | -55.3% | +31.2% | -86.5% | -60.3% |
| All | -37.9% | +89.1% | -127.0% | -50.5% |
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 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