-45.0%
NCLH vs LTH
+152.0%
-196.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.7% |
| 7D | -4.6% | -4.0% | -0.6% | -2.6% |
| 30D | -19.9% | -1.7% | -18.3% | -19.4% |
| 3M | -22.0% | +28.0% | -50.0% | -31.1% |
| 6M | -28.3% | +54.1% | -82.4% | -42.9% |
| YTD | -33.5% | +57.1% | -90.5% | -47.4% |
| 1Y | -41.5% | +45.8% | -87.2% | -52.3% |
| 3Y | -8.9% | +157.6% | -166.5% | -46.6% |
| All | -45.0% | +152.0% | -196.9% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling