-37.2%
NCLH vs LDOS
+762.5%
-799.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -6.5% | -5.4% | -1.1% | -3.9% |
| 30D | -23.3% | +4.9% | -28.2% | -25.5% |
| 3M | -18.6% | +7.2% | -25.8% | -22.5% |
| 6M | -26.2% | -24.2% | -2.0% | -16.4% |
| YTD | -30.2% | -25.8% | -4.4% | -21.5% |
| 1Y | -39.2% | -24.7% | -14.4% | -32.4% |
| 3Y | -5.1% | +39.3% | -44.3% | -28.4% |
| 5Y | -36.8% | +43.3% | -80.1% | -54.4% |
| 10Y | -56.3% | +278.6% | -334.8% | -76.2% |
| All | -37.2% | +762.5% | -799.7% | -73.2% |
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