-58.0%
NCLH vs UL
+66.7%
-124.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -4.8% | -3.4% | -1.4% | -3.3% |
| 30D | -21.7% | +0.5% | -22.2% | -21.8% |
| 3M | -22.2% | +7.2% | -29.5% | -24.6% |
| 6M | -27.5% | -3.1% | -24.5% | -26.6% |
| YTD | -33.6% | -2.7% | -30.9% | -33.0% |
| 1Y | -45.0% | -10.2% | -34.8% | -42.6% |
| 3Y | -11.0% | +20.3% | -31.3% | -21.5% |
| 5Y | -39.7% | +19.9% | -59.7% | -47.7% |
| All | -58.0% | +66.7% | -124.6% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling