-72.6%
NCLH vs LBRT
+38.7%
-111.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -2.5% |
| 7D | -0.3% | +6.9% | -7.2% | -2.6% |
| 30D | -20.1% | +7.8% | -27.8% | -22.6% |
| 3M | -17.0% | -25.3% | +8.2% | -10.8% |
| 6M | -23.2% | -19.6% | -3.7% | -21.8% |
| YTD | -31.0% | +17.2% | -48.2% | -39.3% |
| 1Y | -37.3% | +114.1% | -151.3% | -57.5% |
| 3Y | -5.6% | +27.0% | -32.6% | -26.9% |
| 5Y | -37.0% | +128.3% | -165.3% | -65.3% |
| All | -72.6% | +38.7% | -111.3% | -89.6% |
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