-58.0%
NCLH vs LHX
+227.8%
-285.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.4% |
| 7D | -4.8% | -4.3% | -0.6% | -2.4% |
| 30D | -21.7% | -15.1% | -6.5% | -13.9% |
| 3M | -22.2% | -21.0% | -1.3% | -11.6% |
| 6M | -27.5% | -32.0% | +4.5% | -9.9% |
| YTD | -33.6% | -15.3% | -18.3% | -28.5% |
| 1Y | -45.0% | -11.1% | -33.9% | -42.8% |
| 3Y | -11.0% | +54.0% | -65.1% | -36.6% |
| 5Y | -39.7% | +17.1% | -56.8% | -52.0% |
| All | -58.0% | +227.8% | -285.8% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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