-48.1%
NCLH vs LSCC
+1,398.6%
-1,446.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.6% | -0.7% |
| 7D | +2.7% | +19.3% | -16.6% | -5.4% |
| 30D | +18.4% | -9.6% | +28.0% | +21.7% |
| 3M | -4.3% | -12.4% | +8.2% | -1.2% |
| 6M | +7.9% | -10.5% | +18.4% | +6.4% |
| YTD | -17.4% | +54.8% | -72.2% | -38.2% |
| 1Y | -3.4% | +79.4% | -82.7% | -32.7% |
| 3Y | +44.4% | +109.6% | -65.2% | -15.7% |
| 5Y | -33.7% | +40.4% | -74.1% | -56.5% |
| 10Y | -48.1% | +1,379.1% | -1,427.2% | -85.0% |
| All | -48.1% | +1,398.6% | -1,446.7% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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