-57.0%
NCLH vs LSCC
+1,833.8%
-1,890.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.8% |
| 7D | -4.6% | +1.4% | -6.0% | -5.2% |
| 30D | -19.9% | -10.0% | -9.9% | -16.5% |
| 3M | -22.0% | -16.1% | -5.9% | -18.3% |
| 6M | -28.3% | +27.4% | -55.7% | -38.5% |
| YTD | -33.5% | +56.9% | -90.4% | -49.0% |
| 1Y | -41.5% | +74.6% | -116.0% | -57.5% |
| 3Y | -8.9% | +26.0% | -34.9% | -30.7% |
| 5Y | -40.5% | +86.1% | -126.6% | -64.2% |
| 10Y | -57.0% | +1,830.6% | -1,887.6% | -87.5% |
| All | -57.0% | +1,833.8% | -1,890.8% | -87.5% |
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