-40.2%
NCLH vs LYB
+102.9%
-143.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.3% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -21.7% | +2.5% | -24.1% | -23.2% |
| 3M | -22.2% | +1.4% | -23.6% | -24.6% |
| 6M | -27.5% | -3.5% | -24.0% | -32.3% |
| YTD | -33.6% | +52.0% | -85.6% | -55.6% |
| 1Y | -45.0% | +22.1% | -67.0% | -57.7% |
| 3Y | -11.0% | -22.8% | +11.7% | -8.5% |
| 5Y | -39.7% | -3.4% | -36.4% | -47.1% |
| 10Y | -57.0% | +47.4% | -104.4% | -69.6% |
| All | -40.2% | +102.9% | -143.1% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling