-37.9%
NCLH vs LVS
+22.9%
-60.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -20.1% | -3.9% | -16.1% | -18.0% |
| 3M | -17.0% | -12.9% | -4.2% | -10.1% |
| 6M | -23.2% | -16.9% | -6.3% | -14.5% |
| YTD | -31.0% | -31.2% | +0.2% | -15.1% |
| 1Y | -37.3% | -16.4% | -20.9% | -33.3% |
| 3Y | -5.6% | -4.4% | -1.2% | -13.7% |
| 5Y | -37.0% | +6.7% | -43.6% | -50.5% |
| 10Y | -55.3% | +1.4% | -56.7% | -58.0% |
| All | -37.9% | +22.9% | -60.8% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling