-27.7%
NCLH vs STLA
+117.9%
-145.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.0% | -4.5% | +6.5% | +4.5% |
| 30D | +19.1% | -3.9% | +23.0% | +21.0% |
| 3M | -7.5% | -20.2% | +12.7% | +2.0% |
| 6M | +1.0% | -42.2% | +43.1% | +30.4% |
| YTD | -19.7% | -59.3% | +39.6% | +20.6% |
| 1Y | -1.8% | -56.1% | +54.3% | +40.5% |
| 3Y | +36.7% | -73.7% | +110.3% | +142.3% |
| 5Y | -38.0% | -70.3% | +32.3% | +2.3% |
| 10Y | -51.6% | +23.1% | -74.6% | -52.5% |
| All | -27.7% | +117.9% | -145.7% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling