-40.1%
NCLH vs FLR
-1.5%
-38.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.3% |
| 7D | -4.6% | -3.1% | -1.5% | -3.4% |
| 30D | -19.9% | +4.9% | -24.9% | -21.7% |
| 3M | -22.0% | +10.8% | -32.8% | -26.7% |
| 6M | -28.3% | +19.7% | -48.0% | -35.2% |
| YTD | -33.5% | +38.4% | -71.8% | -43.2% |
| 1Y | -41.5% | +34.7% | -76.2% | -49.9% |
| 3Y | -8.9% | +56.7% | -65.6% | -30.7% |
| 5Y | -40.5% | +241.6% | -282.1% | -68.3% |
| 10Y | -57.0% | +20.2% | -77.2% | -75.3% |
| All | -40.1% | -1.5% | -38.6% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling