-51.3%
NCLH vs LDOS
+254.8%
-306.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +6.3% | +1.9% | +4.4% | +5.1% |
| 30D | +18.9% | +12.8% | +6.1% | +10.6% |
| 3M | -0.2% | -1.0% | +0.8% | -0.4% |
| 6M | +8.4% | +6.2% | +2.2% | +2.2% |
| YTD | -17.1% | -23.2% | +6.1% | -6.9% |
| 1Y | -2.8% | -29.5% | +26.7% | +15.6% |
| 3Y | +40.4% | +37.1% | +3.4% | -3.1% |
| 5Y | -30.8% | +55.6% | -86.4% | -59.0% |
| 10Y | -51.3% | +249.4% | -300.7% | -79.5% |
| All | -51.3% | +254.8% | -306.1% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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