-27.7%
NCLH vs LDOS
+762.9%
-790.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.0% |
| 7D | +2.0% | -7.2% | +9.2% | +5.7% |
| 30D | +19.1% | +16.8% | +2.2% | +10.1% |
| 3M | -7.5% | -1.6% | -5.9% | -7.4% |
| 6M | +1.0% | -1.0% | +1.9% | -0.4% |
| YTD | -19.7% | -25.8% | +6.1% | -10.1% |
| 1Y | -1.8% | -31.1% | +29.3% | +14.6% |
| 3Y | +36.7% | +32.8% | +3.9% | +5.9% |
| 5Y | -38.0% | +49.4% | -87.4% | -56.5% |
| 10Y | -51.6% | +253.9% | -305.4% | -73.2% |
| All | -27.7% | +762.9% | -790.6% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling