-41.4%
NCLH vs LEN
-11.2%
-30.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.3% |
| 7D | -4.8% | -4.8% | -0.1% | -1.9% |
| 30D | -21.7% | -6.6% | -15.1% | -18.3% |
| 3M | -22.2% | -15.7% | -6.6% | -13.9% |
| 6M | -27.5% | -16.6% | -10.9% | -18.9% |
| YTD | -33.6% | -21.3% | -12.3% | -23.8% |
| 1Y | -45.0% | -42.0% | -3.0% | -24.5% |
| 3Y | -11.0% | -27.9% | +16.9% | -3.2% |
| All | -41.4% | -11.2% | -30.3% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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