-36.5%
NCLH vs LDOS
+49.1%
-85.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | +2.0% | -7.2% | +9.2% | +4.2% |
| 30D | +19.1% | +16.8% | +2.2% | +13.9% |
| 3M | -7.5% | -1.6% | -5.9% | -7.3% |
| 6M | +1.0% | -1.0% | +1.9% | +0.7% |
| YTD | -19.7% | -25.8% | +6.1% | -13.1% |
| 1Y | -1.8% | -31.1% | +29.3% | +9.4% |
| 3Y | +36.7% | +32.8% | +3.9% | +11.4% |
| All | -36.5% | +49.1% | -85.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling