-40.2%
NCLH vs LYV
+1,593.0%
-1,633.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -1.9% | -2.9% | -3.3% |
| 30D | -21.7% | -8.2% | -13.5% | -16.0% |
| 3M | -22.2% | -1.3% | -21.0% | -21.7% |
| 6M | -27.5% | +2.6% | -30.1% | -29.8% |
| YTD | -33.6% | +19.4% | -53.0% | -43.7% |
| 1Y | -45.0% | -2.2% | -42.7% | -45.7% |
| 3Y | -11.0% | +106.0% | -117.1% | -53.7% |
| 5Y | -39.7% | +97.7% | -137.4% | -68.1% |
| 10Y | -57.0% | +560.5% | -617.6% | -87.1% |
| All | -40.2% | +1,593.0% | -1,633.3% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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