-40.7%
NCLH vs LH
+23.7%
-64.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | +0.6% |
| 7D | -6.5% | -7.4% | +0.9% | -2.4% |
| 30D | -22.1% | -4.6% | -17.5% | -20.1% |
| 3M | -18.7% | +14.5% | -33.2% | -25.2% |
| 6M | -28.4% | +14.8% | -43.2% | -34.1% |
| YTD | -34.7% | +23.3% | -58.0% | -42.8% |
| 1Y | -42.7% | +13.6% | -56.3% | -47.3% |
| 3Y | -10.6% | +56.3% | -67.0% | -33.1% |
| 5Y | -40.7% | +25.2% | -66.0% | -56.6% |
| All | -40.7% | +23.7% | -64.4% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling