-56.0%
CELH vs LBRT
+27.1%
-83.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -3.9% |
| 7D | -3.8% | +6.9% | -10.7% | -4.3% |
| 30D | +6.4% | +7.8% | -1.4% | +5.6% |
| 3M | +5.6% | -25.3% | +30.8% | +8.3% |
| 6M | -31.1% | -19.6% | -11.6% | -30.7% |
| YTD | -35.4% | +17.2% | -52.5% | -38.8% |
| 1Y | -46.9% | +114.1% | -161.0% | -55.0% |
| 3Y | -56.0% | +27.0% | -83.0% | -61.3% |
| All | -56.0% | +27.1% | -83.1% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling