-59.9%
CELH vs LCID
-93.0%
+33.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.5% | -3.5% |
| 7D | -15.8% | -9.1% | -6.6% | -15.0% |
| 30D | -5.2% | -37.6% | +32.4% | -1.0% |
| 3M | -6.1% | -11.1% | +4.9% | -7.1% |
| 6M | -40.9% | -59.2% | +18.3% | -36.6% |
| YTD | -41.8% | -60.5% | +18.7% | -37.7% |
| 1Y | -52.6% | -78.5% | +25.9% | -46.2% |
| All | -59.9% | -93.0% | +33.0% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling