-58.0%
NCLH vs LVS
0.0%
-58.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | -4.8% | -3.5% | -1.3% | -2.3% |
| 30D | -21.7% | -6.2% | -15.4% | -18.0% |
| 3M | -22.2% | -14.8% | -7.4% | -13.5% |
| 6M | -27.5% | -20.9% | -6.7% | -15.2% |
| YTD | -33.6% | -33.0% | -0.6% | -14.3% |
| 1Y | -45.0% | -20.0% | -25.0% | -39.3% |
| 3Y | -11.0% | -6.9% | -4.1% | -19.6% |
| 5Y | -39.7% | +9.1% | -48.8% | -57.9% |
| All | -58.0% | 0.0% | -58.0% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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