-58.0%
NCLH vs LH
+183.3%
-241.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.7% |
| 7D | -4.8% | -4.7% | -0.1% | -1.7% |
| 30D | -21.7% | -3.5% | -18.2% | -19.9% |
| 3M | -22.2% | +17.7% | -39.9% | -30.9% |
| 6M | -27.5% | +15.8% | -43.3% | -34.8% |
| YTD | -33.6% | +25.1% | -58.7% | -43.9% |
| 1Y | -45.0% | +12.5% | -57.5% | -50.0% |
| 3Y | -11.0% | +59.8% | -70.8% | -38.4% |
| 5Y | -39.7% | +27.1% | -66.8% | -52.2% |
| All | -58.0% | +183.3% | -241.2% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling