-37.2%
NCLH vs LII
+719.4%
-756.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.9% |
| 7D | -6.5% | -0.7% | -5.8% | -6.0% |
| 30D | -23.3% | -12.6% | -10.7% | -16.0% |
| 3M | -18.6% | -24.4% | +5.8% | -4.3% |
| 6M | -26.2% | -28.7% | +2.5% | -10.3% |
| YTD | -30.2% | -19.1% | -11.1% | -22.7% |
| 1Y | -39.2% | -29.7% | -9.5% | -26.4% |
| 3Y | -5.1% | +4.8% | -9.8% | -16.7% |
| 5Y | -36.8% | +24.6% | -61.3% | -52.7% |
| 10Y | -56.3% | +169.2% | -225.5% | -79.9% |
| All | -37.2% | +719.4% | -756.6% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling