-8.8%
NCLH vs LCID
-95.9%
+87.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.5% |
| 7D | -4.8% | -9.8% | +5.0% | -3.1% |
| 30D | -21.7% | -35.5% | +13.8% | -15.7% |
| 3M | -22.2% | -18.4% | -3.9% | -21.6% |
| 6M | -27.5% | -60.5% | +33.0% | -17.6% |
| YTD | -33.6% | -60.1% | +26.5% | -25.3% |
| 1Y | -45.0% | -78.8% | +33.8% | -31.5% |
| 3Y | -11.0% | -92.8% | +81.7% | +22.7% |
| 5Y | -39.7% | -97.9% | +58.2% | -3.6% |
| All | -8.8% | -95.9% | +87.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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