-11.0%
NCLH vs FLR
+54.2%
-65.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -4.8% | -3.5% | -1.3% | -3.6% |
| 30D | -21.7% | +4.2% | -25.8% | -23.1% |
| 3M | -22.2% | +8.1% | -30.3% | -26.0% |
| 6M | -27.5% | +21.5% | -49.1% | -35.0% |
| YTD | -33.6% | +36.8% | -70.4% | -43.0% |
| 1Y | -45.0% | +31.2% | -76.2% | -52.4% |
| 3Y | -11.0% | +53.9% | -64.9% | -41.5% |
| All | -11.0% | +54.2% | -65.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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