-38.1%
NCLH vs LUNR
+54.8%
-92.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.7% | +1.2% | -3.4% |
| 7D | -4.6% | +0.5% | -5.2% | -4.6% |
| 30D | -19.9% | -5.3% | -14.6% | -19.9% |
| 3M | -22.0% | -45.6% | +23.6% | -20.9% |
| 6M | -28.3% | -17.4% | -10.9% | -28.3% |
| YTD | -33.5% | -7.9% | -25.5% | -33.9% |
| 1Y | -41.5% | +77.6% | -119.1% | -42.8% |
| 3Y | -8.9% | +247.4% | -256.3% | -11.1% |
| All | -38.1% | +54.8% | -92.9% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling