-39.2%
NCLH vs LNG
+23.0%
-62.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | +0.1% |
| 7D | -6.5% | +3.4% | -9.9% | -4.9% |
| 30D | -23.3% | +14.9% | -38.2% | -17.8% |
| 3M | -18.6% | +21.4% | -40.0% | -10.5% |
| 6M | -26.2% | +17.8% | -44.0% | -21.5% |
| YTD | -30.2% | +51.3% | -81.5% | -28.8% |
| 1Y | -39.2% | +24.4% | -63.6% | -27.1% |
| All | -39.2% | +23.0% | -62.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling