-66.5%
NCLH vs LBRT
-16.4%
-50.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | +1.2% | -1.9% | +3.1% | +1.4% |
| 30D | +22.6% | -32.0% | +54.6% | +37.3% |
| 3M | +0.6% | -39.7% | +40.3% | +16.5% |
| 6M | +13.5% | -61.1% | +74.6% | +49.0% |
| YTD | -15.7% | -29.4% | +13.7% | -13.6% |
| 1Y | 0.0% | -24.5% | +24.5% | -0.8% |
| 3Y | +42.8% | -28.1% | +70.9% | +32.9% |
| 5Y | -28.4% | +23.9% | -52.3% | -51.2% |
| All | -66.5% | -16.4% | -50.1% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling