-27.7%
NCLH vs LSCC
+2,394.5%
-2,422.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -1.7% |
| 7D | +2.0% | +13.0% | -11.0% | -2.9% |
| 30D | +19.1% | -19.8% | +38.9% | +27.3% |
| 3M | -7.5% | -18.4% | +10.9% | -2.4% |
| 6M | +1.0% | -16.1% | +17.1% | +2.5% |
| YTD | -19.7% | +42.7% | -62.4% | -34.5% |
| 1Y | -1.8% | +68.0% | -69.8% | -24.8% |
| 3Y | +36.7% | +85.8% | -49.2% | -6.3% |
| 5Y | -38.0% | +28.0% | -66.1% | -53.6% |
| 10Y | -51.6% | +1,255.1% | -1,306.7% | -80.6% |
| All | -27.7% | +2,394.5% | -2,422.2% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling