-5.4%
CELH vs LCID
-97.8%
+92.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.8% | +1.3% | -5.3% |
| 7D | -11.7% | -9.3% | -2.3% | -10.3% |
| 30D | +1.6% | -35.4% | +37.0% | +8.6% |
| 3M | -2.0% | -17.1% | +15.1% | -2.3% |
| 6M | -36.2% | -58.9% | +22.8% | -28.9% |
| YTD | -39.6% | -59.6% | +20.0% | -33.0% |
| 1Y | -50.7% | -78.0% | +27.3% | -39.7% |
| 3Y | -58.9% | -92.7% | +33.8% | -43.3% |
| 5Y | -5.4% | -97.8% | +92.5% | +83.4% |
| All | -5.4% | -97.8% | +92.4% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling