-40.7%
NCLH vs UL
+18.7%
-59.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -6.5% | -4.1% | -2.5% | -4.9% |
| 30D | -22.1% | -1.2% | -20.9% | -21.7% |
| 3M | -18.7% | +6.0% | -24.7% | -20.5% |
| 6M | -28.4% | -5.5% | -22.9% | -27.0% |
| YTD | -34.7% | -3.3% | -31.4% | -34.0% |
| 1Y | -42.7% | -9.8% | -32.9% | -40.7% |
| 3Y | -10.6% | +20.1% | -30.8% | -21.9% |
| 5Y | -40.7% | +19.2% | -59.9% | -51.2% |
| All | -40.7% | +18.7% | -59.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling