-33.4%
NCLH vs LTH
+180.7%
-214.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.6% |
| 7D | +0.2% | -1.3% | +1.5% | +0.9% |
| 30D | +20.8% | +15.7% | +5.1% | +12.3% |
| 3M | -8.1% | +5.0% | -13.1% | -10.5% |
| 6M | +11.8% | +37.7% | -25.8% | -4.9% |
| YTD | -19.5% | +75.0% | -94.6% | -39.8% |
| 1Y | -3.2% | +82.6% | -85.9% | -29.2% |
| 3Y | +37.1% | +241.3% | -204.2% | -29.3% |
| 5Y | -29.9% | +135.4% | -165.4% | -62.7% |
| All | -33.4% | +180.7% | -214.2% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling