-39.3%
NCLH vs LUNR
+51.5%
-90.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.8% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | -22.1% | -11.3% | -10.8% | -21.9% |
| 3M | -18.7% | -44.9% | +26.2% | -17.6% |
| 6M | -28.4% | -17.3% | -11.1% | -28.4% |
| YTD | -34.7% | -9.9% | -24.8% | -35.1% |
| 1Y | -42.7% | +76.1% | -118.9% | -43.9% |
| 3Y | -10.6% | +240.0% | -250.6% | -12.8% |
| All | -39.3% | +51.5% | -90.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded LUNR 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling