+264.5%
CELH vs LCID
-95.9%
+360.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -3.3% |
| 7D | -15.8% | -9.1% | -6.6% | -14.5% |
| 30D | -5.2% | -37.6% | +32.4% | +1.6% |
| 3M | -6.1% | -11.1% | +4.9% | -7.4% |
| 6M | -40.9% | -59.2% | +18.3% | -34.4% |
| YTD | -41.8% | -60.5% | +18.7% | -35.6% |
| 1Y | -52.6% | -78.5% | +25.9% | -42.6% |
| 3Y | -60.4% | -92.8% | +32.5% | -46.8% |
| 5Y | -12.6% | -97.9% | +85.3% | +40.9% |
| All | +264.5% | -95.9% | +360.4% | +512.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling