-24.1%
NCLH vs LII
+638.7%
-662.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.1% |
| 7D | +1.2% | -2.3% | +3.5% | +2.8% |
| 30D | +22.6% | -1.7% | +24.3% | +23.4% |
| 3M | +0.6% | -18.3% | +18.9% | +14.5% |
| 6M | +13.5% | -32.3% | +45.8% | +42.9% |
| YTD | -15.7% | -27.1% | +11.4% | -0.4% |
| 1Y | 0.0% | -27.2% | +27.2% | +18.0% |
| 3Y | +42.8% | -8.9% | +51.7% | +38.0% |
| 5Y | -28.4% | +19.7% | -48.1% | -45.2% |
| 10Y | -51.0% | +168.9% | -219.9% | -77.1% |
| All | -24.1% | +638.7% | -662.8% | -72.4% |
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