-37.9%
NCLH vs LH
+351.6%
-389.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.8% |
| 7D | -0.3% | -0.8% | +0.6% | +0.3% |
| 30D | -20.1% | +2.0% | -22.1% | -21.1% |
| 3M | -17.0% | +24.3% | -41.3% | -28.4% |
| 6M | -23.2% | +21.1% | -44.3% | -32.5% |
| YTD | -31.0% | +30.4% | -61.5% | -42.7% |
| 1Y | -37.3% | +18.4% | -55.6% | -44.5% |
| 3Y | -5.6% | +65.5% | -71.0% | -34.6% |
| 5Y | -37.0% | +29.9% | -66.8% | -49.9% |
| 10Y | -55.3% | +186.6% | -241.9% | -81.0% |
| All | -37.9% | +351.6% | -389.5% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling