+272.5%
CELH vs LCID
-95.9%
+368.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +2.1% |
| 7D | -11.2% | -9.8% | -1.4% | -9.8% |
| 30D | -1.4% | -35.5% | +34.0% | +5.1% |
| 3M | -4.2% | -18.4% | +14.2% | -4.0% |
| 6M | -40.5% | -60.5% | +20.0% | -33.6% |
| YTD | -40.5% | -60.1% | +19.6% | -34.3% |
| 1Y | -53.0% | -78.8% | +25.8% | -42.9% |
| 3Y | -59.1% | -92.8% | +33.7% | -45.1% |
| 5Y | -10.7% | -97.9% | +87.2% | +43.8% |
| All | +272.5% | -95.9% | +368.4% | +525.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded LCID 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling