-67.0%
NCLH vs LBRT
-19.0%
-48.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.6% |
| 7D | +6.3% | -15.7% | +21.9% | +11.6% |
| 30D | +18.9% | -34.3% | +53.1% | +34.6% |
| 3M | -0.2% | -40.6% | +40.4% | +16.1% |
| 6M | +8.4% | -62.0% | +70.4% | +43.3% |
| YTD | -17.1% | -31.6% | +14.6% | -14.1% |
| 1Y | -2.8% | -25.8% | +23.0% | -3.1% |
| 3Y | +40.4% | -30.4% | +70.8% | +32.2% |
| 5Y | -30.8% | +18.7% | -49.4% | -52.0% |
| All | -67.0% | -19.0% | -48.0% | -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