-57.0%
NCLH vs LII
+163.1%
-220.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.8% |
| 7D | -4.6% | +0.5% | -5.1% | -5.0% |
| 30D | -19.9% | -11.2% | -8.7% | -13.1% |
| 3M | -22.0% | -28.8% | +6.8% | -3.7% |
| 6M | -28.3% | -26.9% | -1.4% | -13.8% |
| YTD | -33.5% | -22.2% | -11.3% | -24.1% |
| 1Y | -41.5% | -32.0% | -9.5% | -27.0% |
| 3Y | -8.9% | -0.4% | -8.4% | -18.6% |
| 5Y | -40.5% | +22.4% | -62.9% | -56.5% |
| 10Y | -57.0% | +171.4% | -228.4% | -81.1% |
| All | -57.0% | +163.1% | -220.1% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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