-2.7%
NCLH vs LTH
+76.0%
-78.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.1% | -1.7% |
| 7D | +1.7% | -4.6% | +6.3% | +4.4% |
| 30D | +17.9% | +14.8% | +3.1% | +9.5% |
| 3M | -4.5% | +3.9% | -8.5% | -6.7% |
| 6M | +12.9% | +35.5% | -22.6% | -3.7% |
| YTD | -19.1% | +71.3% | -90.4% | -37.9% |
| All | -2.7% | +76.0% | -78.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling