-11.0%
NCLH vs ELAN
+99.1%
-110.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.3% |
| 7D | -4.8% | -5.4% | +0.6% | -3.0% |
| 30D | -21.7% | +4.7% | -26.4% | -23.0% |
| 3M | -22.2% | -3.7% | -18.6% | -21.7% |
| 6M | -27.5% | -1.2% | -26.3% | -27.8% |
| YTD | -33.6% | +2.4% | -36.0% | -34.7% |
| 1Y | -45.0% | +23.4% | -68.4% | -49.0% |
| 3Y | -11.0% | +96.7% | -107.7% | -35.7% |
| All | -11.0% | +99.1% | -110.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling