-40.1%
NCLH vs LNG
+1,335.1%
-1,375.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.6% | -6.7% | +2.1% | -1.6% |
| 30D | -19.9% | +3.9% | -23.8% | -21.6% |
| 3M | -22.0% | +15.5% | -37.5% | -28.2% |
| 6M | -28.3% | +10.5% | -38.8% | -34.0% |
| YTD | -33.5% | +43.0% | -76.4% | -46.6% |
| 1Y | -41.5% | +18.9% | -60.3% | -48.5% |
| 3Y | -8.9% | +74.7% | -83.5% | -35.4% |
| 5Y | -40.5% | +231.2% | -271.7% | -70.7% |
| 10Y | -57.0% | +544.5% | -601.5% | -84.2% |
| All | -40.1% | +1,335.1% | -1,375.2% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling