-40.5%
NCLH vs STZ
-38.0%
-2.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -4.6% | -6.0% | +1.4% | -2.1% |
| 30D | -19.9% | -8.9% | -11.1% | -16.8% |
| 3M | -22.0% | -12.6% | -9.4% | -17.7% |
| 6M | -28.3% | -17.2% | -11.1% | -22.9% |
| YTD | -33.5% | -10.0% | -23.4% | -31.8% |
| 1Y | -41.5% | -14.3% | -27.2% | -38.7% |
| 3Y | -8.9% | -49.9% | +41.0% | +21.8% |
| 5Y | -40.5% | -38.2% | -2.2% | -35.7% |
| All | -40.5% | -38.0% | -2.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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