+5.0%
CELH vs LBRT
+108.0%
-103.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.2% |
| 7D | -7.0% | +8.7% | -15.8% | -8.1% |
| 30D | +5.2% | +6.6% | -1.4% | +3.8% |
| 3M | +10.5% | -34.5% | +45.0% | +16.2% |
| 6M | -32.7% | -24.5% | -8.2% | -31.4% |
| YTD | -33.0% | +12.7% | -45.7% | -36.6% |
| 1Y | -49.5% | +94.8% | -144.4% | -57.5% |
| 3Y | -52.6% | +31.9% | -84.5% | -58.4% |
| All | +5.0% | +108.0% | -103.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling