-37.8%
NCLH vs LBRT
+115.1%
-153.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | -6.5% | +8.7% | -15.2% | -8.5% |
| 30D | -23.3% | +6.6% | -29.9% | -24.8% |
| 3M | -18.6% | -34.5% | +15.9% | -10.9% |
| 6M | -26.2% | -24.5% | -1.7% | -23.9% |
| YTD | -30.2% | +12.7% | -43.0% | -36.4% |
| 1Y | -39.2% | +94.8% | -134.0% | -54.0% |
| 3Y | -5.1% | +31.9% | -36.9% | -23.4% |
| All | -37.8% | +115.1% | -153.0% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling