-52.6%
NCLH vs LDOS
+248.5%
-301.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.2% |
| 7D | +2.0% | -7.2% | +9.2% | +6.4% |
| 30D | +19.1% | +16.8% | +2.2% | +8.5% |
| 3M | -7.5% | -1.6% | -5.9% | -7.4% |
| 6M | +1.0% | -1.0% | +1.9% | -0.7% |
| YTD | -19.7% | -25.8% | +6.1% | -8.1% |
| 1Y | -1.8% | -31.1% | +29.3% | +18.1% |
| 3Y | +36.7% | +32.8% | +3.9% | -3.6% |
| 5Y | -38.0% | +49.4% | -87.4% | -62.2% |
| All | -52.6% | +248.5% | -301.1% | -75.0% |
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