-37.9%
NCLH vs LNT
+369.2%
-407.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | -20.1% | -1.1% | -19.0% | -19.7% |
| 3M | -17.0% | -3.6% | -13.4% | -15.8% |
| 6M | -23.2% | -2.7% | -20.6% | -22.6% |
| YTD | -31.0% | +8.0% | -39.1% | -33.9% |
| 1Y | -37.3% | +10.5% | -47.7% | -40.6% |
| 3Y | -5.6% | +49.6% | -55.1% | -23.2% |
| 5Y | -37.0% | +32.2% | -69.2% | -46.6% |
| 10Y | -55.3% | +141.8% | -197.0% | -68.8% |
| All | -37.9% | +369.2% | -407.1% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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