+1,449.9%
CELH vs LBRT
+43.0%
+1,406.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.6% | -7.0% |
| 7D | -11.7% | +10.2% | -21.8% | -13.2% |
| 30D | +1.6% | +4.9% | -3.3% | +0.4% |
| 3M | -2.0% | -21.2% | +19.3% | +0.6% |
| 6M | -36.2% | -19.9% | -16.2% | -35.3% |
| YTD | -39.6% | +20.8% | -60.3% | -43.6% |
| 1Y | -50.7% | +123.5% | -174.2% | -59.8% |
| 3Y | -58.9% | +30.9% | -89.8% | -64.1% |
| 5Y | -5.4% | +136.3% | -141.7% | -29.4% |
| All | +1,449.9% | +43.0% | +1,406.9% | +920.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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