-58.0%
NCLH vs LPLA
+1,251.7%
-1,309.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.3% |
| 7D | -4.8% | -1.5% | -3.3% | -3.7% |
| 30D | -21.7% | -6.0% | -15.7% | -18.0% |
| 3M | -22.2% | +24.0% | -46.3% | -34.6% |
| 6M | -27.5% | +17.0% | -44.5% | -37.4% |
| YTD | -33.6% | -0.7% | -32.9% | -36.7% |
| 1Y | -45.0% | +2.1% | -47.1% | -49.4% |
| 3Y | -11.0% | +48.7% | -59.7% | -44.3% |
| 5Y | -39.7% | +151.2% | -191.0% | -78.2% |
| All | -58.0% | +1,251.7% | -1,309.6% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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