-72.3%
NCLH vs LBRT
+33.5%
-105.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | -6.5% | +8.7% | -15.2% | -9.3% |
| 30D | -23.3% | +6.6% | -29.9% | -25.5% |
| 3M | -18.6% | -34.5% | +15.9% | -8.4% |
| 6M | -26.2% | -24.5% | -1.7% | -23.1% |
| YTD | -30.2% | +12.7% | -43.0% | -37.7% |
| 1Y | -39.2% | +94.8% | -134.0% | -57.3% |
| 3Y | -5.1% | +31.9% | -36.9% | -27.7% |
| 5Y | -36.8% | +111.8% | -148.6% | -64.1% |
| All | -72.3% | +33.5% | -105.7% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling