-37.9%
NCLH vs LEN
+126.9%
-164.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | +1.1% |
| 7D | -0.3% | -2.9% | +2.6% | +1.4% |
| 30D | -20.1% | -8.9% | -11.2% | -15.7% |
| 3M | -17.0% | -10.9% | -6.1% | -11.5% |
| 6M | -23.2% | -19.7% | -3.6% | -12.9% |
| YTD | -31.0% | -20.6% | -10.5% | -21.9% |
| 1Y | -37.3% | -42.4% | +5.2% | -15.4% |
| 3Y | -5.6% | -26.5% | +21.0% | +6.0% |
| 5Y | -37.0% | -10.9% | -26.0% | -37.8% |
| 10Y | -55.3% | +100.6% | -155.9% | -74.5% |
| All | -37.9% | +126.9% | -164.8% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling