-58.0%
NCLH vs LNG
+562.2%
-620.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -4.7% | -0.1% | -2.2% |
| 30D | -21.7% | +3.8% | -25.5% | -23.8% |
| 3M | -22.2% | +16.2% | -38.4% | -30.5% |
| 6M | -27.5% | +11.7% | -39.2% | -35.6% |
| YTD | -33.6% | +44.2% | -77.8% | -50.8% |
| 1Y | -45.0% | +18.6% | -63.6% | -53.6% |
| 3Y | -11.0% | +77.4% | -88.5% | -45.4% |
| 5Y | -39.7% | +232.3% | -272.0% | -79.1% |
| All | -58.0% | +562.2% | -620.2% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling