-41.4%
NCLH vs LNG
+228.1%
-269.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -4.7% | -0.1% | -3.5% |
| 30D | -21.7% | +3.8% | -25.5% | -22.7% |
| 3M | -22.2% | +16.2% | -38.4% | -26.7% |
| 6M | -27.5% | +11.7% | -39.2% | -32.2% |
| YTD | -33.6% | +44.2% | -77.8% | -44.9% |
| 1Y | -45.0% | +18.6% | -63.6% | -50.1% |
| 3Y | -11.0% | +77.4% | -88.5% | -33.9% |
| All | -41.4% | +228.1% | -269.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling