-37.2%
NCLH vs STZ
+296.3%
-333.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -6.5% | -1.9% | -4.6% | -5.5% |
| 30D | -23.3% | -1.9% | -21.4% | -22.6% |
| 3M | -18.6% | -6.2% | -12.4% | -16.0% |
| 6M | -26.2% | -14.0% | -12.2% | -20.6% |
| YTD | -30.2% | -5.1% | -25.1% | -29.8% |
| 1Y | -39.2% | -9.6% | -29.6% | -37.2% |
| 3Y | -5.1% | -47.2% | +42.2% | +29.7% |
| 5Y | -36.8% | -33.6% | -3.2% | -25.6% |
| 10Y | -56.3% | -9.8% | -46.5% | -54.7% |
| All | -37.2% | +296.3% | -333.5% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling