-45.0%
NCLH vs LYB
+24.5%
-69.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.5% |
| 7D | -4.8% | +0.3% | -5.1% | -4.7% |
| 30D | -21.7% | +2.5% | -24.1% | -21.1% |
| 3M | -22.2% | +1.4% | -23.6% | -21.2% |
| 6M | -27.5% | -3.5% | -24.0% | -29.4% |
| YTD | -33.6% | +52.0% | -85.6% | -44.0% |
| 1Y | -45.0% | +22.1% | -67.0% | -51.3% |
| All | -45.0% | +24.5% | -69.5% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling