-40.5%
NCLH vs STLA
-63.2%
+22.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -2.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.9% |
| 30D | -19.9% | -5.2% | -14.7% | -18.0% |
| 3M | -22.0% | -24.9% | +2.9% | -10.0% |
| 6M | -28.3% | -25.2% | -3.1% | -17.2% |
| YTD | -33.5% | -51.4% | +18.0% | -5.5% |
| 1Y | -41.5% | -40.7% | -0.8% | -28.7% |
| 3Y | -8.9% | -66.3% | +57.4% | +46.6% |
| 5Y | -40.5% | -63.2% | +22.8% | -18.1% |
| All | -40.5% | -63.2% | +22.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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