-41.4%
NCLH vs LUMN
-37.8%
-3.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -4.8% | +2.5% | -7.3% | -5.1% |
| 30D | -21.7% | +10.3% | -32.0% | -22.8% |
| 3M | -22.2% | -18.3% | -4.0% | -20.5% |
| 6M | -27.5% | +4.4% | -31.9% | -28.6% |
| YTD | -33.6% | -10.7% | -22.9% | -33.9% |
| 1Y | -45.0% | +14.0% | -58.9% | -47.5% |
| 3Y | -11.0% | +406.6% | -417.6% | -42.3% |
| All | -41.4% | -37.8% | -3.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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