-58.0%
NCLH vs LUV
+20.2%
-78.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.3% |
| 7D | -4.8% | -1.0% | -3.9% | -3.9% |
| 30D | -21.7% | -12.4% | -9.3% | -10.8% |
| 3M | -22.2% | -11.0% | -11.3% | -13.5% |
| 6M | -27.5% | -5.0% | -22.6% | -24.5% |
| YTD | -33.6% | -3.8% | -29.8% | -33.0% |
| 1Y | -45.0% | +25.9% | -70.9% | -58.3% |
| 3Y | -11.0% | +42.2% | -53.3% | -48.7% |
| 5Y | -39.7% | -10.8% | -29.0% | -38.0% |
| All | -58.0% | +20.2% | -78.2% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling