-41.4%
NCLH vs LYB
-4.6%
-36.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | -21.7% | +2.5% | -24.1% | -22.7% |
| 3M | -22.2% | +1.4% | -23.6% | -23.7% |
| 6M | -27.5% | -3.5% | -24.0% | -31.8% |
| YTD | -33.6% | +52.0% | -85.6% | -54.8% |
| 1Y | -45.0% | +22.1% | -67.0% | -56.7% |
| 3Y | -11.0% | -22.8% | +11.7% | -4.2% |
| All | -41.4% | -4.6% | -36.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling