-40.2%
NCLH vs LHX
+555.3%
-595.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.3% |
| 7D | -4.8% | -4.3% | -0.6% | -2.5% |
| 30D | -21.7% | -15.1% | -6.5% | -14.3% |
| 3M | -22.2% | -21.0% | -1.3% | -12.1% |
| 6M | -27.5% | -32.0% | +4.5% | -10.9% |
| YTD | -33.6% | -15.3% | -18.3% | -28.7% |
| 1Y | -45.0% | -11.1% | -33.9% | -42.8% |
| 3Y | -11.0% | +54.0% | -65.1% | -34.8% |
| 5Y | -39.7% | +17.1% | -56.8% | -50.7% |
| 10Y | -57.0% | +225.8% | -282.8% | -77.8% |
| All | -40.2% | +555.3% | -595.5% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling