-5.6%
NCLH vs LTH
+159.1%
-164.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -0.3% | +1.5% | -1.8% | -1.0% |
| 30D | -20.1% | -3.1% | -17.0% | -19.0% |
| 3M | -17.0% | +28.1% | -45.1% | -25.8% |
| 6M | -23.2% | +67.4% | -90.6% | -39.7% |
| YTD | -31.0% | +59.8% | -90.8% | -44.5% |
| 1Y | -37.3% | +45.6% | -82.9% | -47.6% |
| 3Y | -5.6% | +162.0% | -167.6% | -39.2% |
| All | -5.6% | +159.1% | -164.7% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling